-12.1%
CTSH vs PSA
+30.3%
-42.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.4% |
| 7D | -0.6% | +3.9% | -4.5% | -2.0% |
| 30D | +13.4% | +19.7% | -6.3% | +5.8% |
| 3M | +14.4% | +4.3% | +10.2% | +12.5% |
| 6M | +27.7% | +11.4% | +16.4% | +22.5% |
| YTD | -20.6% | +33.9% | -54.6% | -29.6% |
| 1Y | -9.1% | +28.3% | -37.4% | -18.1% |
| 3Y | +3.1% | +53.5% | -50.4% | -16.4% |
| All | -12.1% | +30.3% | -42.4% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling