+23,259.8%
CTAS vs PNC
+4,099.5%
+19,160.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -1.8% | +1.4% | -3.2% | -2.3% |
| 30D | -0.2% | -3.8% | +3.6% | +1.1% |
| 3M | +11.7% | +9.0% | +2.7% | +8.3% |
| 6M | +0.7% | +16.6% | -15.9% | -4.7% |
| YTD | +7.4% | +20.4% | -13.0% | +0.3% |
| 1Y | -2.1% | +22.3% | -24.4% | -9.3% |
| 3Y | +62.9% | +124.5% | -61.6% | +20.8% |
| 5Y | +111.9% | +54.1% | +57.8% | +75.3% |
| 10Y | +652.2% | +276.3% | +375.9% | +354.4% |
| All | +23,259.8% | +4,099.5% | +19,160.2% | +5,713.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling