+21.0%
PFE vs CTAS
+74.7%
-53.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -1.7% | +2.0% | -3.7% | -2.1% |
| 30D | +0.3% | +8.7% | -8.3% | -1.4% |
| 3M | +9.4% | +13.3% | -3.9% | +6.5% |
| 6M | +14.9% | +39.4% | -24.5% | +6.9% |
| YTD | +23.8% | +21.5% | +2.3% | +18.4% |
| 1Y | +19.5% | +21.9% | -2.4% | +14.2% |
| 3Y | +21.0% | +73.6% | -52.6% | +14.9% |
| All | +21.0% | +74.7% | -53.7% | +14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling