+25.6%
CTAS vs PNR
-31.2%
+56.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.3% | -0.9% | +2.1% |
| 7D | +7.6% | +11.9% | -4.3% | +6.8% |
| 30D | +17.2% | +37.1% | -19.9% | +14.5% |
| 3M | +12.8% | +5.7% | +7.1% | +13.7% |
| 6M | +38.0% | -5.7% | +43.6% | +40.0% |
| YTD | +22.7% | -29.8% | +52.5% | +29.6% |
| 1Y | +25.6% | -31.8% | +57.4% | +33.7% |
| All | +25.6% | -31.2% | +56.8% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling