+74.1%
CTAS vs PPL
+53.7%
+20.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.5% |
| 7D | -0.7% | -1.2% | +0.5% | -0.2% |
| 30D | +10.3% | +4.2% | +6.0% | +8.4% |
| 3M | +10.2% | +1.5% | +8.7% | +9.4% |
| 6M | +34.4% | +1.0% | +33.3% | +33.6% |
| YTD | +19.6% | +4.4% | +15.2% | +16.5% |
| 1Y | +21.8% | +0.8% | +21.0% | +20.6% |
| 3Y | +74.1% | +56.5% | +17.6% | +44.2% |
| All | +74.1% | +53.7% | +20.4% | +44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling