+1,073.8%
CTAS vs PFGC
+488.3%
+585.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.0% | -3.6% | -0.6% |
| 7D | -0.7% | +10.8% | -11.6% | -3.5% |
| 30D | +10.3% | +17.8% | -7.5% | +5.6% |
| 3M | +10.2% | -2.7% | +12.9% | +10.5% |
| 6M | +34.4% | +20.0% | +14.3% | +27.8% |
| YTD | +19.6% | +24.3% | -4.7% | +12.0% |
| 1Y | +21.8% | +13.2% | +8.6% | +16.7% |
| 3Y | +74.1% | +85.9% | -11.8% | +45.9% |
| 5Y | +114.0% | +141.0% | -27.0% | +64.7% |
| 10Y | +813.9% | +370.6% | +443.3% | +493.2% |
| All | +1,073.8% | +488.3% | +585.5% | +624.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling