-15.9%
CTSH vs PSA
+4.9%
-20.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.5% | -2.4% |
| 7D | -8.2% | -2.2% | -6.0% | -7.7% |
| 30D | +0.4% | -9.6% | +9.9% | +2.5% |
| 3M | +10.6% | -7.9% | +18.5% | +12.7% |
| 6M | -8.8% | -2.0% | -6.8% | -7.2% |
| YTD | -28.6% | +15.7% | -44.4% | -29.6% |
| 1Y | -15.9% | +5.8% | -21.7% | -20.6% |
| All | -15.9% | +4.9% | -20.8% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 1y: compounded portfolio wealth divided by compounded PSA 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…
1y analysis · Full analysis span regression · 6 months rolling