+683.1%
CTAS vs PBR
+697.0%
-13.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.4% | +1.7% |
| 7D | +0.5% | +5.4% | -4.9% | -0.5% |
| 30D | -0.7% | +22.9% | -23.6% | -4.6% |
| 3M | +11.1% | +19.6% | -8.6% | +6.9% |
| 6M | +2.1% | +16.5% | -14.3% | -1.6% |
| YTD | +8.0% | +86.7% | -78.7% | -5.4% |
| 1Y | -0.5% | +74.7% | -75.2% | -11.9% |
| 3Y | +66.2% | +102.6% | -36.4% | +39.8% |
| 5Y | +109.2% | +566.6% | -457.4% | +27.4% |
| All | +683.1% | +697.0% | -13.8% | +305.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 10y: compounded portfolio wealth divided by compounded PBR 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…
10y analysis · Full analysis span regression · 6 months rolling