+73.6%
CTAS vs PH
+135.5%
-61.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +2.0% | +4.3% | -2.4% | +0.9% |
| 30D | +8.7% | +0.1% | +8.5% | +8.4% |
| 3M | +13.3% | -9.4% | +22.7% | +16.0% |
| 6M | +39.4% | +8.8% | +30.6% | +34.8% |
| YTD | +21.5% | +9.6% | +11.9% | +16.6% |
| 1Y | +21.9% | +14.4% | +7.4% | +15.4% |
| 3Y | +73.6% | +134.5% | -60.9% | +30.3% |
| All | +73.6% | +135.5% | -61.9% | +30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling