+813.9%
CTAS vs PTC
+326.2%
+487.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | +0.2% |
| 7D | -0.7% | +0.8% | -1.5% | -1.0% |
| 30D | +10.3% | +0.7% | +9.5% | +10.0% |
| 3M | +10.2% | +32.6% | -22.4% | -2.0% |
| 6M | +34.4% | +33.6% | +0.8% | +18.1% |
| YTD | +19.6% | +12.4% | +7.1% | +11.3% |
| 1Y | +21.8% | +11.2% | +10.6% | +13.7% |
| 3Y | +74.1% | +31.7% | +42.4% | +47.4% |
| 5Y | +114.0% | +60.1% | +54.0% | +63.7% |
| 10Y | +813.9% | +317.2% | +496.8% | +370.9% |
| All | +813.9% | +326.2% | +487.8% | +370.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling