+26,323.0%
CTAS vs PNC
+3,908.5%
+22,414.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.5% |
| 7D | +2.0% | +3.1% | -1.1% | +0.9% |
| 30D | +8.7% | +7.6% | +1.0% | +6.0% |
| 3M | +13.3% | -8.1% | +21.4% | +16.4% |
| 6M | +39.4% | +12.6% | +26.8% | +33.5% |
| YTD | +21.5% | +15.0% | +6.5% | +15.1% |
| 1Y | +21.9% | +30.4% | -8.5% | +10.6% |
| 3Y | +73.6% | +116.1% | -42.5% | +30.5% |
| 5Y | +116.2% | +37.5% | +78.7% | +86.0% |
| 10Y | +818.2% | +205.1% | +613.1% | +492.8% |
| All | +26,323.0% | +3,908.5% | +22,414.5% | +6,575.9% |
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