+4,514.8%
CTSH vs PRU
+809.8%
+3,705.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.3% | +4.4% | +2.4% |
| 7D | +6.4% | +4.8% | +1.6% | +4.5% |
| 30D | +16.3% | +7.9% | +8.4% | +13.0% |
| 3M | +20.0% | +3.1% | +16.9% | +18.5% |
| 6M | +29.9% | +25.2% | +4.7% | +19.2% |
| YTD | -18.4% | +12.7% | -31.1% | -22.3% |
| 1Y | -8.9% | +23.5% | -32.3% | -16.1% |
| 3Y | +6.0% | +50.6% | -44.6% | -10.4% |
| 5Y | -9.3% | +40.9% | -50.2% | -21.9% |
| 10Y | +46.7% | +125.5% | -78.7% | -0.3% |
| All | +4,514.8% | +809.8% | +3,705.0% | +1,309.5% |
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