+22.5%
CTSH vs PTC
+204.7%
-182.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.5% | +1.7% | -1.7% |
| 7D | -5.5% | -12.8% | +7.3% | -0.3% |
| 30D | +4.5% | -9.8% | +14.3% | +8.8% |
| 3M | +13.7% | -2.1% | +15.8% | +14.2% |
| 6M | -8.4% | -18.1% | +9.7% | -1.7% |
| YTD | -26.5% | -23.5% | -3.0% | -19.0% |
| 1Y | -13.9% | -37.4% | +23.4% | +1.8% |
| 3Y | -11.3% | -7.2% | -4.1% | -11.5% |
| 5Y | -14.8% | +2.7% | -17.5% | -20.0% |
| 10Y | +22.5% | +203.4% | -180.9% | -27.5% |
| All | +22.5% | +204.7% | -182.2% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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