-10.9%
CTSH vs PRU
+48.6%
-59.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.1% |
| 7D | -2.7% | +1.9% | -4.6% | -3.6% |
| 30D | +12.4% | +2.7% | +9.6% | +10.7% |
| 3M | +17.4% | +19.5% | -2.1% | +7.1% |
| 6M | -3.1% | +26.6% | -29.7% | -14.6% |
| YTD | -23.6% | +12.3% | -35.9% | -28.3% |
| 1Y | -10.8% | +18.0% | -28.9% | -18.6% |
| 3Y | -8.3% | +47.0% | -55.3% | -27.5% |
| All | -10.9% | +48.6% | -59.5% | -30.0% |
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