+2,527.8%
CTAS vs PFG
+1,015.3%
+1,512.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.3% | +0.2% |
| 7D | -1.8% | +5.5% | -7.3% | -3.5% |
| 30D | -0.2% | +2.4% | -2.6% | -1.0% |
| 3M | +11.7% | +13.6% | -1.9% | +7.2% |
| 6M | +0.7% | +27.9% | -27.2% | -6.8% |
| YTD | +7.4% | +35.6% | -28.1% | -2.5% |
| 1Y | -2.1% | +48.5% | -50.6% | -13.7% |
| 3Y | +62.9% | +66.9% | -3.9% | +37.2% |
| 5Y | +111.9% | +111.0% | +0.9% | +64.3% |
| 10Y | +652.2% | +244.5% | +407.7% | +390.2% |
| All | +2,527.8% | +1,015.3% | +1,512.5% | +876.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling