+25,810.5%
CTAS vs PH
+24,008.7%
+1,801.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.6% | -2.9% |
| 7D | +1.2% | +2.0% | -0.8% | +0.2% |
| 30D | +12.8% | -3.7% | +16.4% | +14.0% |
| 3M | +10.3% | -14.0% | +24.3% | +16.6% |
| 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% | +14.3% |
| 3Y | +76.0% | +132.9% | -56.9% | +18.9% |
| 5Y | +110.9% | +200.1% | -89.2% | +26.0% |
| 10Y | +849.8% | +783.8% | +66.0% | +256.7% |
| All | +25,810.5% | +24,008.7% | +1,801.8% | +3,207.5% |
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