+3,492.8%
CTAS vs PSLV
+120.6%
+3,372.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.4% |
| 7D | +1.0% | +3.3% | -2.3% | +0.7% |
| 30D | -1.1% | +2.1% | -3.2% | -1.3% |
| 3M | +11.5% | +7.1% | +4.4% | +10.8% |
| 6M | +0.2% | -21.6% | +21.7% | +1.6% |
| YTD | +7.2% | -6.7% | +13.9% | +5.8% |
| 1Y | 0.0% | +59.3% | -59.3% | -6.5% |
| 3Y | +65.9% | +182.1% | -116.2% | +45.6% |
| 5Y | +109.6% | +162.6% | -53.1% | +83.8% |
| 10Y | +683.8% | +203.0% | +480.7% | +563.6% |
| All | +3,492.8% | +120.6% | +3,372.2% | +2,937.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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