+685.6%
CTAS vs PH
+801.7%
-116.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.4% |
| 7D | 0.0% | +0.4% | -0.4% | -0.2% |
| 30D | -1.0% | -10.8% | +9.8% | +4.6% |
| 3M | +15.8% | +8.5% | +7.3% | +10.3% |
| 6M | -1.0% | +3.9% | -4.9% | -4.2% |
| YTD | +7.4% | +9.4% | -2.0% | +1.0% |
| 1Y | -0.1% | +26.8% | -26.9% | -13.3% |
| 3Y | +66.3% | +140.8% | -74.5% | -1.5% |
| 5Y | +111.0% | +253.8% | -142.8% | -2.5% |
| All | +685.6% | +801.7% | -116.1% | +100.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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