-12.0%
CTSH vs PSA
+26.5%
-38.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -2.1% | -1.4% | -0.7% | -1.7% |
| 30D | +1.4% | +15.2% | -13.8% | -2.7% |
| 3M | +7.5% | +2.2% | +5.2% | +6.0% |
| 6M | +39.6% | +11.7% | +27.9% | +36.5% |
| YTD | -22.3% | +32.0% | -54.3% | -27.9% |
| 1Y | -12.0% | +26.3% | -38.2% | -16.1% |
| All | -12.0% | +26.5% | -38.4% | -16.1% |
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