+843.8%
PM vs CTSH
+458.8%
+384.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -1.1% |
| 7D | -5.2% | -0.6% | -4.6% | -5.1% |
| 30D | +2.7% | +13.4% | -10.7% | -0.9% |
| 3M | +6.1% | +14.4% | -8.3% | +1.8% |
| 6M | +18.0% | +27.7% | -9.7% | +8.7% |
| YTD | +26.6% | -20.6% | +47.2% | +31.4% |
| 1Y | +36.7% | -9.1% | +45.8% | +36.5% |
| 3Y | +146.0% | +3.1% | +142.9% | +132.9% |
| 5Y | +164.1% | -11.8% | +175.9% | +155.7% |
| 10Y | +238.8% | +42.7% | +196.1% | +174.5% |
| All | +843.8% | +458.8% | +384.9% | +310.6% |
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