+1.7%
PEP vs CTSH
-14.6%
+16.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.4% | +0.8% |
| 7D | +0.1% | -5.5% | +5.6% | +0.4% |
| 30D | +0.7% | +4.5% | -3.9% | +0.4% |
| 3M | -0.5% | +13.7% | -14.3% | -3.3% |
| 6M | -11.3% | -8.4% | -2.9% | -15.9% |
| YTD | -0.6% | -26.5% | +25.9% | -8.5% |
| 1Y | +1.7% | -13.9% | +15.6% | -3.1% |
| All | +1.7% | -14.6% | +16.2% | -3.1% |
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