+4.8%
PEP vs CTSH
-9.7%
+14.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +1.0% |
| 7D | +4.6% | +1.8% | +2.8% | +4.4% |
| 30D | +14.0% | +9.8% | +4.2% | +13.2% |
| 3M | +5.4% | +12.1% | -6.7% | +4.4% |
| 6M | -5.1% | +27.4% | -32.5% | -8.8% |
| YTD | +3.1% | -20.3% | +23.4% | -5.7% |
| 1Y | +4.8% | -8.8% | +13.6% | -3.3% |
| All | +4.8% | -9.7% | +14.5% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling