+2,157.0%
CTAS vs PBF
+303.9%
+1,853.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.1% |
| 7D | -1.8% | +4.3% | -6.1% | -2.3% |
| 30D | -0.2% | +22.0% | -22.2% | -2.6% |
| 3M | +11.7% | +74.5% | -62.8% | +3.8% |
| 6M | +0.7% | +67.7% | -67.0% | -6.8% |
| YTD | +7.4% | +179.2% | -171.8% | -7.1% |
| 1Y | -2.1% | +170.0% | -172.1% | -15.7% |
| 3Y | +62.9% | +66.4% | -3.4% | +44.5% |
| 5Y | +111.9% | +764.5% | -652.6% | +39.1% |
| 10Y | +652.2% | +358.5% | +293.7% | +355.7% |
| All | +2,157.0% | +303.9% | +1,853.1% | +1,228.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling