+35,575.5%
CTSH vs PTC
+153.7%
+35,421.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -3.0% | -2.8% |
| 7D | -0.6% | -0.2% | -0.4% | -0.5% |
| 30D | +13.4% | +0.8% | +12.6% | +13.1% |
| 3M | +14.4% | +32.1% | -17.7% | +3.5% |
| 6M | +27.7% | +42.6% | -14.9% | +12.6% |
| YTD | -20.6% | +12.0% | -32.6% | -24.7% |
| 1Y | -9.1% | +12.2% | -21.3% | -13.9% |
| 3Y | +3.1% | +31.2% | -28.1% | -8.0% |
| 5Y | -11.8% | +54.9% | -66.7% | -26.2% |
| 10Y | +42.7% | +343.1% | -300.4% | -15.9% |
| All | +35,575.5% | +153.7% | +35,421.7% | +12,201.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling