+80.1%
PEP vs CTSH
+37.6%
+42.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.8% | -0.3% |
| 7D | +2.9% | -0.6% | +3.5% | +3.1% |
| 30D | +14.2% | +13.4% | +0.8% | +10.5% |
| 3M | +3.2% | +14.4% | -11.2% | -0.8% |
| 6M | -7.4% | +27.7% | -35.2% | -14.3% |
| YTD | +1.5% | -20.6% | +22.1% | +5.8% |
| 1Y | +3.9% | -9.1% | +13.0% | +4.0% |
| 3Y | -5.5% | +3.1% | -8.6% | -10.5% |
| 5Y | +0.1% | -11.8% | +11.9% | -2.4% |
| All | +80.1% | +37.6% | +42.5% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 CTSH 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