+23,259.8%
CTAS vs PH
+25,185.5%
-1,925.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -1.8% | -3.1% | +1.2% | -0.6% |
| 30D | -0.2% | -3.2% | +3.0% | +0.9% |
| 3M | +11.7% | +10.6% | +1.1% | +6.6% |
| 6M | +0.7% | -2.1% | +2.8% | +0.5% |
| YTD | +7.4% | +10.2% | -2.8% | +2.0% |
| 1Y | -2.1% | +28.2% | -30.3% | -13.0% |
| 3Y | +62.9% | +134.9% | -71.9% | +9.9% |
| 5Y | +111.9% | +253.6% | -141.8% | +18.7% |
| 10Y | +652.2% | +804.7% | -152.5% | +180.9% |
| All | +23,259.8% | +25,185.5% | -1,925.8% | +2,839.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling