-14.8%
CTSH vs PSA
+15.2%
-30.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.1% | -3.7% | -3.8% |
| 7D | -5.5% | -0.4% | -5.1% | -5.3% |
| 30D | +4.5% | -8.2% | +12.7% | +7.8% |
| 3M | +13.7% | -2.1% | +15.9% | +14.8% |
| 6M | -8.4% | -0.2% | -8.2% | -8.6% |
| YTD | -26.5% | +18.5% | -45.0% | -31.5% |
| 1Y | -13.9% | +6.6% | -20.5% | -16.7% |
| 3Y | -11.3% | +24.5% | -35.8% | -21.1% |
| 5Y | -14.8% | +13.6% | -28.4% | -21.6% |
| All | -14.8% | +15.2% | -30.1% | -21.6% |
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 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