+26,381.4%
CTAS vs PTC
+8,866.4%
+17,515.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -0.8% | +0.5% | -1.3% | -0.9% |
| 30D | +10.7% | +0.9% | +9.8% | +10.5% |
| 3M | +11.0% | +30.4% | -19.4% | +4.5% |
| 6M | +38.7% | +34.4% | +4.3% | +29.3% |
| YTD | +21.8% | +12.6% | +9.2% | +16.9% |
| 1Y | +23.6% | +10.2% | +13.4% | +19.1% |
| 3Y | +74.9% | +29.4% | +45.6% | +62.1% |
| 5Y | +119.5% | +63.7% | +55.7% | +93.4% |
| 10Y | +820.2% | +316.9% | +503.3% | +576.8% |
| All | +26,381.4% | +8,866.4% | +17,515.0% | +10,176.8% |
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