+35.6%
PFE vs CTAS
+25.6%
+10.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.3% | +2.1% |
| 7D | +4.6% | +7.6% | -3.1% | +2.8% |
| 30D | +12.3% | +17.2% | -4.9% | +8.4% |
| 3M | +21.2% | +12.8% | +8.4% | +17.8% |
| 6M | +21.1% | +38.0% | -16.9% | +11.8% |
| YTD | +30.0% | +22.7% | +7.3% | +23.1% |
| 1Y | +35.6% | +25.6% | +9.9% | +26.6% |
| All | +35.6% | +25.6% | +10.0% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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