+22.2%
CTSH vs PSLV
+190.6%
-168.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.9% |
| 7D | -3.7% | -3.5% | -0.3% | -3.4% |
| 30D | +3.7% | -2.1% | +5.8% | +3.9% |
| 3M | +17.9% | -1.6% | +19.6% | +18.0% |
| 6M | -2.6% | -25.5% | +22.9% | -0.2% |
| YTD | -26.4% | -11.4% | -15.0% | -28.0% |
| 1Y | -13.0% | +48.6% | -61.6% | -22.3% |
| 3Y | -11.2% | +166.9% | -178.1% | -29.5% |
| 5Y | -14.3% | +152.4% | -166.7% | -32.0% |
| All | +22.2% | +190.6% | -168.4% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 10y: compounded portfolio wealth divided by compounded PSLV 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…
10y analysis · Full analysis span regression · 6 months rolling