+820.2%
CTAS vs PFG
+189.4%
+630.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.4% |
| 7D | -0.8% | -2.2% | +1.5% | +0.2% |
| 30D | +10.7% | +6.4% | +4.4% | +7.4% |
| 3M | +11.0% | +2.2% | +8.8% | +9.4% |
| 6M | +38.7% | +16.3% | +22.5% | +28.3% |
| YTD | +21.8% | +33.2% | -11.5% | +5.0% |
| 1Y | +23.6% | +40.6% | -17.0% | +3.8% |
| 3Y | +74.9% | +83.3% | -8.4% | +26.1% |
| 5Y | +119.5% | +97.7% | +21.7% | +47.5% |
| 10Y | +820.2% | +189.9% | +630.3% | +338.5% |
| All | +820.2% | +189.4% | +630.8% | +338.5% |
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