+23,259.8%
CTAS vs PNR
+3,652.8%
+19,606.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -1.8% | -2.4% | +0.6% | -1.0% |
| 30D | -0.2% | -12.8% | +12.6% | +4.4% |
| 3M | +11.7% | -17.0% | +28.7% | +17.7% |
| 6M | +0.7% | -37.4% | +38.1% | +16.4% |
| YTD | +7.4% | -41.6% | +49.0% | +26.6% |
| 1Y | -2.1% | -44.6% | +42.5% | +17.4% |
| 3Y | +62.9% | -12.1% | +75.1% | +63.6% |
| 5Y | +111.9% | -17.4% | +129.3% | +114.0% |
| 10Y | +652.2% | +64.0% | +588.2% | +494.8% |
| All | +23,259.8% | +3,652.8% | +19,606.9% | +9,385.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling