+815.5%
CTAS vs PPL
+67.2%
+748.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -1.0% |
| 7D | +2.0% | -0.4% | +2.3% | +2.2% |
| 30D | +8.7% | +2.6% | +6.0% | +7.1% |
| 3M | +13.3% | +0.8% | +12.5% | +12.6% |
| 6M | +39.4% | +1.4% | +38.0% | +37.9% |
| YTD | +21.5% | +4.3% | +17.2% | +17.8% |
| 1Y | +21.9% | +0.8% | +21.1% | +20.3% |
| 3Y | +73.6% | +57.9% | +15.7% | +32.3% |
| 5Y | +116.2% | +48.3% | +67.9% | +69.0% |
| All | +815.5% | +67.2% | +748.3% | +560.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling