+74.1%
CTAS vs PBF
+74.2%
-0.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.4% | -3.0% | +0.3% |
| 7D | -0.7% | -7.4% | +6.6% | -0.6% |
| 30D | +10.3% | -17.5% | +27.7% | +10.5% |
| 3M | +10.2% | +13.1% | -2.9% | +10.1% |
| 6M | +34.4% | +72.6% | -38.3% | +33.2% |
| YTD | +19.6% | +161.2% | -141.6% | +16.1% |
| 1Y | +21.8% | +93.3% | -71.5% | +19.6% |
| 3Y | +74.1% | +80.7% | -6.6% | +63.9% |
| All | +74.1% | +74.2% | -0.1% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 3y: compounded portfolio wealth divided by compounded PBF 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…
3y analysis · Full analysis span regression · 6 months rolling