+26,282.4%
CTAS vs PPL
+2,170.9%
+24,111.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.5% |
| 7D | +3.8% | +1.0% | +2.8% | +3.4% |
| 30D | +15.5% | +6.8% | +8.7% | +12.4% |
| 3M | +12.7% | +3.9% | +8.8% | +10.8% |
| 6M | +34.5% | -2.0% | +36.5% | +35.3% |
| YTD | +21.3% | +5.3% | +16.0% | +18.2% |
| 1Y | +23.1% | +2.2% | +20.9% | +21.2% |
| 3Y | +79.3% | +56.7% | +22.6% | +47.6% |
| 5Y | +114.7% | +49.1% | +65.6% | +79.6% |
| 10Y | +867.1% | +63.6% | +803.5% | +663.7% |
| All | +26,282.4% | +2,170.9% | +24,111.5% | +9,641.8% |
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