+4,221.5%
CTSH vs PRU
+806.6%
+3,414.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.2% |
| 7D | -2.7% | +1.9% | -4.6% | -3.4% |
| 30D | +12.4% | +2.7% | +9.6% | +11.2% |
| 3M | +17.4% | +19.5% | -2.1% | +9.7% |
| 6M | -3.1% | +26.6% | -29.7% | -11.6% |
| YTD | -23.6% | +12.3% | -35.9% | -27.1% |
| 1Y | -10.8% | +18.0% | -28.9% | -16.6% |
| 3Y | -8.3% | +47.0% | -55.3% | -21.8% |
| 5Y | -11.3% | +48.4% | -59.8% | -25.1% |
| 10Y | +22.6% | +142.4% | -119.8% | -18.9% |
| All | +4,221.5% | +806.6% | +3,414.9% | +1,222.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling