+49.6%
PFE vs CTAS
+848.9%
-799.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -4.7% | -0.7% | -4.0% | -4.5% |
| 30D | +3.4% | +10.3% | -6.9% | +0.6% |
| 3M | +9.2% | +10.2% | -1.0% | +6.2% |
| 6M | +15.8% | +34.4% | -18.5% | +6.3% |
| YTD | +23.4% | +19.6% | +3.9% | +16.8% |
| 1Y | +25.8% | +21.8% | +4.0% | +18.5% |
| 3Y | +17.8% | +74.1% | -56.3% | -1.2% |
| 5Y | -20.2% | +114.0% | -134.2% | -37.8% |
| 10Y | +49.6% | +813.9% | -764.4% | -12.0% |
| All | +49.6% | +848.9% | -799.3% | -12.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling