+113.3%
CTAS vs PPL
+47.9%
+65.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.5% |
| 7D | +1.2% | +0.4% | +0.7% | +1.0% |
| 30D | +12.8% | +5.4% | +7.3% | +9.9% |
| 3M | +10.3% | +4.3% | +6.0% | +7.9% |
| 6M | +32.0% | -1.3% | +33.3% | +32.6% |
| YTD | +19.1% | +4.7% | +14.5% | +15.5% |
| 1Y | +21.5% | +1.3% | +20.2% | +19.7% |
| 3Y | +76.0% | +57.2% | +18.8% | +35.7% |
| All | +113.3% | +47.9% | +65.4% | +68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling