+4.7%
PEP vs CTSH
-11.4%
+16.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | -0.1% |
| 7D | -1.4% | -2.7% | +1.3% | -1.0% |
| 30D | +0.2% | +12.4% | -12.1% | -1.6% |
| 3M | -1.1% | +17.4% | -18.5% | -4.2% |
| 6M | -13.5% | -3.1% | -10.4% | -13.9% |
| YTD | -1.2% | -23.6% | +22.4% | +1.8% |
| 1Y | -1.6% | -10.8% | +9.3% | -1.7% |
| 3Y | -12.5% | -8.3% | -4.2% | -13.9% |
| All | +4.7% | -11.4% | +16.2% | +2.7% |
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