+75.0%
PEP vs CTSH
+21.9%
+53.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | +0.2% |
| 7D | -1.4% | -2.7% | +1.3% | -0.8% |
| 30D | +0.2% | +12.4% | -12.1% | -2.7% |
| 3M | -1.1% | +17.4% | -18.5% | -5.7% |
| 6M | -13.5% | -3.1% | -10.4% | -13.8% |
| YTD | -1.2% | -23.6% | +22.4% | +4.2% |
| 1Y | -1.6% | -10.8% | +9.3% | -1.0% |
| 3Y | -12.5% | -8.3% | -4.2% | -13.9% |
| 5Y | +3.0% | -11.3% | +14.4% | +0.4% |
| All | +75.0% | +21.9% | +53.1% | +45.4% |
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