+815.5%
CTAS vs PFGC
+351.0%
+464.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.6% |
| 7D | +2.0% | +3.4% | -1.4% | +1.1% |
| 30D | +8.7% | +16.9% | -8.2% | +4.2% |
| 3M | +13.3% | +6.4% | +6.9% | +11.1% |
| 6M | +39.4% | +16.0% | +23.4% | +33.6% |
| YTD | +21.5% | +23.6% | -2.1% | +13.8% |
| 1Y | +21.9% | +16.6% | +5.3% | +15.8% |
| 3Y | +73.6% | +82.3% | -8.6% | +45.6% |
| 5Y | +116.2% | +138.7% | -22.5% | +65.8% |
| All | +815.5% | +351.0% | +464.5% | +505.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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