+2.1%
PEP vs CTSH
-15.6%
+17.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | -0.3% | -4.2% | +3.9% | +0.4% |
| 30D | +11.8% | +3.9% | +7.8% | +11.1% |
| 3M | +3.7% | +10.2% | -6.5% | +2.0% |
| 6M | -4.3% | +35.3% | -39.6% | -9.4% |
| YTD | +2.1% | -21.8% | +23.9% | +4.6% |
| 1Y | +2.5% | -12.1% | +14.7% | +2.7% |
| 3Y | -5.0% | +2.0% | -7.1% | -8.6% |
| All | +2.1% | -15.6% | +17.7% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling