+113.3%
CTAS vs PR
+225.0%
-111.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.0% |
| 7D | +1.2% | -16.4% | +17.6% | +2.9% |
| 30D | +12.8% | -1.9% | +14.7% | +12.8% |
| 3M | +10.3% | +8.0% | +2.3% | +9.1% |
| 6M | +32.0% | +4.1% | +27.9% | +30.8% |
| YTD | +19.1% | +58.7% | -39.6% | +12.2% |
| 1Y | +21.5% | +75.8% | -54.4% | +13.0% |
| 3Y | +76.0% | +73.2% | +2.9% | +61.2% |
| All | +113.3% | +225.0% | -111.7% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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