+106.0%
CTAS vs PBR
+558.3%
-452.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -2.9% | -0.9% |
| 7D | -1.3% | +4.2% | -5.5% | -1.5% |
| 30D | -3.1% | +22.7% | -25.8% | -4.3% |
| 3M | +10.3% | +21.5% | -11.2% | +8.9% |
| 6M | +1.6% | +24.0% | -22.4% | 0.0% |
| YTD | +6.3% | +88.2% | -81.9% | +1.2% |
| 1Y | -0.5% | +74.8% | -75.3% | -4.8% |
| 3Y | +64.6% | +105.1% | -40.5% | +54.2% |
| 5Y | +106.0% | +572.2% | -466.2% | +67.2% |
| All | +106.0% | +558.3% | -452.3% | +67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling