+111.1%
CTSH vs PSLV
+115.4%
-4.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.1% | -3.8% |
| 7D | -5.5% | +2.7% | -8.1% | -5.7% |
| 30D | +4.5% | +3.5% | +1.1% | +4.2% |
| 3M | +13.7% | +0.3% | +13.5% | +13.6% |
| 6M | -8.4% | -21.0% | +12.6% | -7.0% |
| YTD | -26.5% | -8.9% | -17.6% | -27.5% |
| 1Y | -13.9% | +54.0% | -67.9% | -20.4% |
| 3Y | -11.3% | +175.4% | -186.8% | -23.9% |
| 5Y | -14.8% | +157.7% | -172.5% | -26.9% |
| 10Y | +22.5% | +184.9% | -162.4% | +1.6% |
| All | +111.1% | +115.4% | -4.3% | +69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling