+23,259.7%
CTAS vs PTC
+6,346.6%
+16,913.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.0% | +5.7% | +0.8% |
| 7D | -1.8% | -10.3% | +8.4% | +0.1% |
| 30D | -0.2% | +1.1% | -1.3% | -0.6% |
| 3M | +11.7% | +1.6% | +10.1% | +10.8% |
| 6M | +0.7% | -13.5% | +14.2% | +2.8% |
| YTD | +7.4% | -19.1% | +26.5% | +10.8% |
| 1Y | -2.1% | -33.9% | +31.8% | +4.6% |
| 3Y | +62.9% | -3.9% | +66.8% | +61.1% |
| 5Y | +111.9% | +6.0% | +105.8% | +104.1% |
| 10Y | +652.2% | +223.7% | +428.5% | +486.4% |
| All | +23,259.7% | +6,346.6% | +16,913.1% | +9,636.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling