+2,547.8%
CTAS vs PBR
+1,864.5%
+683.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.6% |
| 7D | 0.0% | +2.5% | -2.5% | -0.5% |
| 30D | -1.0% | +19.4% | -20.4% | -4.2% |
| 3M | +15.8% | +20.8% | -5.0% | +11.5% |
| 6M | -1.0% | +23.5% | -24.5% | -5.4% |
| YTD | +7.4% | +83.4% | -76.0% | -4.7% |
| 1Y | -0.1% | +77.6% | -77.7% | -11.1% |
| 3Y | +66.3% | +99.9% | -33.6% | +42.3% |
| 5Y | +111.0% | +567.7% | -456.7% | +38.0% |
| 10Y | +662.9% | +621.5% | +41.4% | +343.0% |
| All | +2,547.8% | +1,864.5% | +683.3% | +922.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling