+113.3%
CTAS vs PTC
+55.9%
+57.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | +1.2% | -0.2% | +1.4% | +1.2% |
| 30D | +12.8% | +0.8% | +12.0% | +12.5% |
| 3M | +10.3% | +32.1% | -21.8% | +1.2% |
| 6M | +32.0% | +42.6% | -10.6% | +17.2% |
| YTD | +19.1% | +12.0% | +7.2% | +14.1% |
| 1Y | +21.5% | +12.2% | +9.3% | +16.2% |
| 3Y | +76.0% | +31.2% | +44.8% | +52.3% |
| All | +113.3% | +55.9% | +57.4% | +70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling