+198.6%
PM vs CTSH
+18.8%
+179.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.8% | +5.0% | +2.1% |
| 7D | -1.3% | -5.5% | +4.2% | 0.0% |
| 30D | -2.6% | +4.5% | -7.1% | -3.7% |
| 3M | +5.8% | +13.7% | -7.9% | +1.9% |
| 6M | +10.6% | -8.4% | +19.0% | +11.9% |
| YTD | +17.2% | -26.5% | +43.7% | +25.3% |
| 1Y | +17.6% | -13.9% | +31.6% | +19.8% |
| 3Y | +124.3% | -11.3% | +135.6% | +122.5% |
| 5Y | +125.1% | -14.8% | +139.9% | +120.3% |
| 10Y | +198.6% | +22.5% | +176.1% | +142.8% |
| All | +198.6% | +18.8% | +179.8% | +142.8% |
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