+683.1%
CTAS vs PNR
+66.2%
+617.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.7% |
| 7D | +0.5% | -6.0% | +6.5% | +3.5% |
| 30D | -0.7% | -14.0% | +13.2% | +6.4% |
| 3M | +11.1% | -21.7% | +32.8% | +22.7% |
| 6M | +2.1% | -37.3% | +39.4% | +25.0% |
| YTD | +8.0% | -45.1% | +53.1% | +40.2% |
| 1Y | -0.5% | -49.1% | +48.7% | +34.1% |
| 3Y | +66.2% | -14.8% | +81.0% | +64.2% |
| 5Y | +109.2% | -21.0% | +130.2% | +110.9% |
| All | +683.1% | +66.2% | +617.0% | +375.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling