+23,259.8%
CTAS vs PPL
+2,096.5%
+21,163.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.8% | +2.7% | -4.5% | -2.9% |
| 30D | -0.2% | +0.5% | -0.7% | -0.4% |
| 3M | +11.7% | +0.7% | +11.0% | +11.3% |
| 6M | +0.7% | -7.6% | +8.3% | +3.7% |
| YTD | +7.4% | +1.8% | +5.6% | +6.1% |
| 1Y | -2.1% | -0.8% | -1.4% | -2.4% |
| 3Y | +62.9% | +56.9% | +6.1% | +34.0% |
| 5Y | +111.9% | +39.5% | +72.4% | +82.1% |
| 10Y | +652.2% | +55.4% | +596.8% | +506.2% |
| All | +23,259.8% | +2,096.5% | +21,163.3% | +8,649.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling