+116.1%
PG vs CTAS
+687.6%
-571.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.2% |
| 7D | -0.8% | +0.5% | -1.3% | -0.9% |
| 30D | +0.8% | -0.7% | +1.6% | +1.0% |
| 3M | -1.3% | +11.1% | -12.4% | -4.3% |
| 6M | -3.8% | +2.1% | -6.0% | -4.7% |
| YTD | +3.6% | +8.0% | -4.3% | +1.1% |
| 1Y | -5.7% | -0.5% | -5.3% | -6.1% |
| 3Y | +1.6% | +66.2% | -64.6% | -12.8% |
| 5Y | +14.6% | +109.2% | -94.6% | -8.3% |
| All | +116.1% | +687.6% | -571.5% | +32.9% |
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 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