+683.1%
CTAS vs PPG
+26.9%
+656.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.3% |
| 7D | +0.5% | -6.2% | +6.8% | +3.8% |
| 30D | -0.7% | -7.9% | +7.2% | +3.4% |
| 3M | +11.1% | -10.2% | +21.3% | +16.6% |
| 6M | +2.1% | +2.7% | -0.5% | -1.0% |
| YTD | +8.0% | +4.9% | +3.1% | +2.6% |
| 1Y | -0.5% | -3.2% | +2.7% | -1.5% |
| 3Y | +66.2% | -17.0% | +83.2% | +74.6% |
| 5Y | +109.2% | -23.3% | +132.5% | +123.4% |
| All | +683.1% | +26.9% | +656.3% | +477.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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