+25.6%
CTAS vs PPL
+1.0%
+24.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.3% | +2.4% |
| 7D | +7.6% | +1.8% | +5.8% | +7.2% |
| 30D | +17.2% | +8.4% | +8.8% | +14.9% |
| 3M | +12.8% | +2.4% | +10.4% | +12.1% |
| 6M | +38.0% | -4.0% | +41.9% | +38.4% |
| YTD | +22.7% | +4.5% | +18.3% | +21.8% |
| 1Y | +25.6% | +1.7% | +23.9% | +25.0% |
| All | +25.6% | +1.0% | +24.7% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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