+818.4%
CTAS vs PFG
+195.4%
+623.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | +0.7% | +3.0% | -2.3% | -0.8% |
| 30D | +11.3% | +8.2% | +3.1% | +7.2% |
| 3M | +11.4% | +2.7% | +8.7% | +9.6% |
| 6M | +35.6% | +17.2% | +18.4% | +25.0% |
| YTD | +20.7% | +34.8% | -14.1% | +3.6% |
| 1Y | +22.8% | +43.6% | -20.7% | +2.2% |
| 3Y | +73.4% | +85.4% | -12.0% | +24.4% |
| 5Y | +117.6% | +102.2% | +15.4% | +44.7% |
| 10Y | +818.4% | +190.2% | +628.2% | +338.0% |
| All | +818.4% | +195.4% | +623.0% | +338.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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