+23.6%
CTAS vs PPL
-1.1%
+24.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +1.1% |
| 7D | -0.8% | -1.0% | +0.2% | -0.5% |
| 30D | +10.7% | +3.0% | +7.7% | +9.9% |
| 3M | +11.0% | +1.1% | +9.9% | +10.7% |
| 6M | +38.7% | -0.8% | +39.5% | +39.0% |
| YTD | +21.8% | +3.5% | +18.3% | +21.1% |
| 1Y | +23.6% | -0.9% | +24.5% | +22.4% |
| All | +23.6% | -1.1% | +24.7% | +22.4% |
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