+685.6%
CTAS vs PFG
+242.8%
+442.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.7% |
| 7D | 0.0% | +6.0% | -6.0% | -2.9% |
| 30D | -1.0% | +2.2% | -3.2% | -2.2% |
| 3M | +15.8% | +10.4% | +5.4% | +10.1% |
| 6M | -1.0% | +27.8% | -28.8% | -12.3% |
| YTD | +7.4% | +33.6% | -26.2% | -7.2% |
| 1Y | -0.1% | +49.3% | -49.4% | -18.5% |
| 3Y | +66.3% | +69.7% | -3.4% | +24.7% |
| 5Y | +111.0% | +111.3% | -0.4% | +37.1% |
| All | +685.6% | +242.8% | +442.8% | +230.2% |
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