-12.7%
CTSH vs PRU
+43.6%
-56.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.7% |
| 7D | +1.8% | +3.8% | -1.9% | -0.3% |
| 30D | +9.8% | +9.0% | +0.8% | +4.8% |
| 3M | +12.1% | +2.1% | +10.0% | +10.6% |
| 6M | +27.4% | +25.4% | +2.0% | +12.9% |
| YTD | -20.3% | +13.5% | -33.8% | -25.8% |
| 1Y | -8.8% | +21.3% | -30.1% | -18.0% |
| 3Y | +4.0% | +55.1% | -51.1% | -20.5% |
| All | -12.7% | +43.6% | -56.2% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling