+3,391.6%
PFE vs CTAS
+25,665.7%
-22,274.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.1% | -1.2% |
| 7D | -3.7% | +1.2% | -4.9% | -4.0% |
| 30D | +5.0% | +12.8% | -7.8% | +1.9% |
| 3M | +12.2% | +10.3% | +1.9% | +9.4% |
| 6M | +14.6% | +32.0% | -17.4% | +6.7% |
| YTD | +24.1% | +19.1% | +5.0% | +18.4% |
| 1Y | +26.6% | +21.5% | +5.1% | +20.1% |
| 3Y | +14.3% | +76.0% | -61.7% | -1.8% |
| 5Y | -21.9% | +110.9% | -132.8% | -36.4% |
| 10Y | +62.6% | +849.8% | -787.2% | -10.4% |
| All | +3,391.6% | +25,665.7% | -22,274.1% | +814.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling