+113.3%
CTAS vs PH
+197.3%
-83.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.6% | -2.8% |
| 7D | +1.2% | +2.0% | -0.8% | +0.3% |
| 30D | +12.8% | -3.7% | +16.4% | +13.9% |
| 3M | +10.3% | -14.0% | +24.3% | +15.9% |
| 6M | +32.0% | +2.1% | +29.9% | +29.4% |
| YTD | +19.1% | +5.1% | +14.1% | +14.7% |
| 1Y | +21.5% | +10.9% | +10.5% | +14.4% |
| 3Y | +76.0% | +132.9% | -56.9% | +16.0% |
| All | +113.3% | +197.3% | -83.9% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling