-16.7%
CTSH vs PSLV
+148.4%
-165.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.3% | +5.5% | +0.5% |
| 7D | -9.8% | -4.9% | -4.9% | -9.5% |
| 30D | +0.1% | -1.9% | +2.0% | +0.2% |
| 3M | +13.2% | +4.2% | +9.0% | +13.0% |
| 6M | -6.2% | -27.6% | +21.4% | -4.4% |
| YTD | -28.5% | -11.7% | -16.8% | -30.0% |
| 1Y | -13.8% | +49.3% | -63.1% | -22.0% |
| 3Y | -13.7% | +167.1% | -180.8% | -30.2% |
| 5Y | -16.7% | +151.7% | -168.4% | -33.7% |
| All | -16.7% | +148.4% | -165.1% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling