+25,810.5%
CTAS vs PTC
+8,817.5%
+16,993.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.6% |
| 3M | +10.3% | +32.1% | -21.8% | +3.5% |
| 6M | +32.0% | +42.6% | -10.6% | +21.6% |
| YTD | +19.1% | +12.0% | +7.2% | +14.5% |
| 1Y | +21.5% | +12.2% | +9.3% | +16.7% |
| 3Y | +76.0% | +31.2% | +44.8% | +62.7% |
| 5Y | +110.9% | +54.9% | +56.0% | +87.7% |
| 10Y | +849.8% | +343.1% | +506.7% | +591.8% |
| All | +25,810.5% | +8,817.5% | +16,993.0% | +9,965.3% |
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