+3,280.0%
PFE vs CTAS
+23,129.2%
-19,849.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -1.0% | -1.2% |
| 7D | +1.8% | -1.8% | +3.6% | +2.2% |
| 30D | +10.2% | -0.2% | +10.4% | +10.2% |
| 3M | +12.7% | +11.7% | +1.0% | +9.5% |
| 6M | +10.5% | +0.7% | +9.8% | +9.9% |
| YTD | +20.2% | +7.4% | +12.7% | +17.6% |
| 1Y | +24.1% | -2.1% | +26.2% | +24.1% |
| 3Y | -3.6% | +62.9% | -66.5% | -15.6% |
| 5Y | -20.9% | +111.9% | -132.7% | -35.6% |
| 10Y | +35.8% | +652.2% | -616.3% | -20.9% |
| All | +3,280.0% | +23,129.2% | -19,849.3% | +808.4% |
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