-10.9%
CTSH vs PTC
+6.0%
-17.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.0% | +2.4% | -1.1% |
| 7D | -2.7% | -10.3% | +7.6% | +1.8% |
| 30D | +12.4% | +1.1% | +11.2% | +11.8% |
| 3M | +17.4% | +1.6% | +15.8% | +15.8% |
| 6M | -3.1% | -13.5% | +10.4% | +1.7% |
| YTD | -23.6% | -19.1% | -4.5% | -17.8% |
| 1Y | -10.8% | -33.9% | +23.0% | +3.0% |
| 3Y | -8.3% | -3.9% | -4.4% | -10.7% |
| All | -10.9% | +6.0% | -17.0% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling