+116.0%
CTAS vs PR
+273.3%
-157.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.6% | -0.5% |
| 7D | +2.0% | +6.0% | -4.0% | +1.4% |
| 30D | +8.7% | -4.2% | +12.9% | +9.0% |
| 3M | +13.3% | +10.0% | +3.3% | +11.9% |
| 6M | +39.4% | +15.6% | +23.8% | +36.7% |
| YTD | +21.5% | +68.2% | -46.7% | +13.8% |
| 1Y | +21.9% | +79.2% | -57.3% | +13.3% |
| 3Y | +73.6% | +94.9% | -21.3% | +57.0% |
| All | +116.0% | +273.3% | -157.2% | +76.8% |
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