+23,263.3%
CTAS vs PPG
+2,691.0%
+20,572.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +1.2% |
| 7D | 0.0% | 0.0% | -0.1% | -0.1% |
| 30D | -1.0% | -7.8% | +6.8% | +2.7% |
| 3M | +15.8% | -2.2% | +18.0% | +16.3% |
| 6M | -1.0% | +4.1% | -5.1% | -4.2% |
| YTD | +7.4% | +9.1% | -1.7% | +1.0% |
| 1Y | -0.1% | +1.0% | -1.1% | -2.7% |
| 3Y | +66.3% | -13.3% | +79.6% | +70.3% |
| 5Y | +111.0% | -19.2% | +130.2% | +118.1% |
| 10Y | +662.9% | +25.9% | +637.0% | +525.9% |
| All | +23,263.3% | +2,691.0% | +20,572.2% | +6,428.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling