-4.6%
PEP vs CTSH
+6.0%
-10.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | +0.1% |
| 7D | +6.7% | +6.4% | +0.2% | +5.8% |
| 30D | +13.5% | +16.3% | -2.8% | +11.5% |
| 3M | +3.9% | +20.0% | -16.1% | +1.6% |
| 6M | -6.0% | +29.9% | -35.9% | -9.8% |
| YTD | +2.5% | -18.4% | +20.8% | +2.6% |
| 1Y | +3.9% | -8.9% | +12.8% | +2.2% |
| All | -4.6% | +6.0% | -10.6% | -10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling