+106.0%
CTAS vs PNC
+50.6%
+55.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.1% |
| 7D | -1.3% | -0.9% | -0.4% | -1.0% |
| 30D | -3.1% | -4.4% | +1.3% | -1.7% |
| 3M | +10.3% | +5.3% | +5.0% | +8.2% |
| 6M | +1.6% | +19.6% | -17.9% | -4.5% |
| YTD | +6.3% | +19.1% | -12.8% | -0.3% |
| 1Y | -0.5% | +24.3% | -24.8% | -8.1% |
| 3Y | +64.6% | +132.2% | -67.6% | +21.2% |
| 5Y | +106.0% | +52.3% | +53.7% | +72.3% |
| All | +106.0% | +50.6% | +55.4% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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