-0.1%
CTAS vs PTC
-38.1%
+38.0%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.5% | +0.9% |
| 7D | 0.0% | -12.8% | +12.8% | +2.1% |
| 30D | -1.0% | -9.8% | +8.8% | +0.5% |
| 3M | +15.8% | -2.1% | +17.8% | +14.3% |
| 6M | -1.0% | -18.1% | +17.1% | +0.5% |
| YTD | +7.4% | -23.5% | +30.9% | +10.3% |
| 1Y | -0.1% | -37.4% | +37.2% | +6.9% |
| All | -0.1% | -38.1% | +38.0% | +6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling