+114.6%
CTAS vs PBF
+772.7%
-658.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.2% |
| 7D | -1.8% | +4.3% | -6.1% | -1.9% |
| 30D | -0.2% | +22.0% | -22.2% | -0.9% |
| 3M | +11.7% | +74.5% | -62.8% | +9.3% |
| 6M | +0.7% | +67.7% | -67.0% | -1.6% |
| YTD | +7.4% | +179.2% | -171.8% | +2.2% |
| 1Y | -2.1% | +170.0% | -172.1% | -7.0% |
| 3Y | +62.9% | +66.4% | -3.4% | +55.4% |
| All | +114.6% | +772.7% | -658.0% | +93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling