+820.2%
CTAS vs PFGC
+363.4%
+456.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -0.8% | +1.5% | -2.3% | -1.2% |
| 30D | +10.7% | +17.4% | -6.7% | +6.0% |
| 3M | +11.0% | -2.4% | +13.4% | +11.3% |
| 6M | +38.7% | +18.2% | +20.5% | +32.3% |
| YTD | +21.8% | +23.7% | -1.9% | +14.0% |
| 1Y | +23.6% | +15.0% | +8.6% | +17.9% |
| 3Y | +74.9% | +82.3% | -7.4% | +46.7% |
| 5Y | +119.5% | +131.9% | -12.5% | +69.4% |
| 10Y | +820.2% | +353.0% | +467.2% | +508.9% |
| All | +820.2% | +363.4% | +456.8% | +508.9% |
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