+66.3%
CTAS vs PBF
+57.2%
+9.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.3% |
| 7D | -1.8% | +4.3% | -6.1% | -1.9% |
| 30D | -0.2% | +22.0% | -22.2% | -0.4% |
| 3M | +11.7% | +74.5% | -62.8% | +10.7% |
| 6M | +0.7% | +67.7% | -67.0% | -0.3% |
| YTD | +7.4% | +179.2% | -171.8% | +4.1% |
| 1Y | -2.1% | +170.0% | -172.1% | -5.3% |
| All | +66.3% | +57.2% | +9.0% | +58.7% |
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