+76.0%
CTAS vs PPL
+56.0%
+20.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | +1.2% | +0.4% | +0.7% | +1.0% |
| 30D | +12.8% | +5.4% | +7.3% | +10.4% |
| 3M | +10.3% | +4.3% | +6.0% | +8.3% |
| 6M | +32.0% | -1.3% | +33.3% | +32.6% |
| YTD | +19.1% | +4.7% | +14.5% | +16.0% |
| 1Y | +21.5% | +1.3% | +20.2% | +20.0% |
| 3Y | +76.0% | +57.2% | +18.8% | +46.3% |
| All | +76.0% | +56.0% | +20.0% | +46.3% |
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