+65.0%
CTAS vs PFG
+67.4%
-2.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | +1.0% | +3.2% | -2.2% | -0.2% |
| 30D | -1.1% | +0.9% | -2.0% | -1.5% |
| 3M | +11.5% | +7.7% | +3.8% | +8.4% |
| 6M | +0.2% | +29.0% | -28.8% | -8.6% |
| YTD | +7.2% | +32.5% | -25.3% | -3.5% |
| 1Y | 0.0% | +47.3% | -47.3% | -13.6% |
| All | +65.0% | +67.4% | -2.4% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling