+116.1%
PG vs CTSH
+24.9%
+91.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.3% | +1.1% |
| 7D | -0.8% | -3.7% | +2.9% | -0.1% |
| 30D | +0.8% | +3.7% | -2.9% | 0.0% |
| 3M | -1.3% | +17.9% | -19.3% | -5.1% |
| 6M | -3.8% | -2.6% | -1.2% | -4.2% |
| YTD | +3.6% | -26.4% | +30.0% | +9.0% |
| 1Y | -5.7% | -13.0% | +7.3% | -4.7% |
| 3Y | +1.6% | -11.2% | +12.8% | +1.1% |
| 5Y | +14.6% | -14.3% | +28.9% | +13.0% |
| All | +116.1% | +24.9% | +91.3% | +89.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling