+162.6%
PM vs CTSH
-16.1%
+178.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.2% |
| 7D | +0.5% | -2.1% | +2.7% | +0.8% |
| 30D | -3.2% | +1.4% | -4.6% | -3.5% |
| 3M | +6.2% | +7.5% | -1.2% | +5.1% |
| 6M | +7.7% | +39.6% | -31.9% | +3.3% |
| YTD | +27.3% | -22.3% | +49.6% | +31.6% |
| 1Y | +32.8% | -12.0% | +44.7% | +34.5% |
| 3Y | +150.0% | +1.8% | +148.2% | +143.2% |
| All | +162.6% | -16.1% | +178.7% | +156.4% |
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 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