+622.4%
PEP vs CTSH
+36,578.7%
-35,956.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | +0.1% |
| 7D | +6.7% | +6.4% | +0.2% | +6.0% |
| 30D | +13.5% | +16.3% | -2.8% | +11.8% |
| 3M | +3.9% | +20.0% | -16.1% | +1.9% |
| 6M | -6.0% | +29.9% | -35.9% | -8.8% |
| YTD | +2.5% | -18.4% | +20.8% | +3.7% |
| 1Y | +3.9% | -8.9% | +12.8% | +4.0% |
| 3Y | -4.7% | +6.0% | -10.6% | -6.4% |
| 5Y | +1.1% | -9.3% | +10.4% | +0.2% |
| 10Y | +83.8% | +46.7% | +37.1% | +73.0% |
| All | +622.4% | +36,578.7% | -35,956.3% | +377.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling