+114.0%
CTAS vs PFG
+101.8%
+12.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.0% | -3.7% | -1.1% |
| 7D | -0.7% | +2.3% | -3.0% | -1.6% |
| 30D | +10.3% | +7.6% | +2.7% | +7.2% |
| 3M | +10.2% | +2.5% | +7.7% | +8.8% |
| 6M | +34.4% | +16.6% | +17.8% | +26.1% |
| YTD | +19.6% | +34.1% | -14.5% | +5.8% |
| 1Y | +21.8% | +44.1% | -22.3% | +4.7% |
| 3Y | +74.1% | +86.3% | -12.1% | +32.3% |
| 5Y | +114.0% | +101.6% | +12.5% | +51.5% |
| All | +114.0% | +101.8% | +12.2% | +51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling