0.0%
PG vs CTAS
+64.7%
-64.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -2.7% | -1.3% | -1.4% | -2.4% |
| 30D | -1.5% | -3.1% | +1.5% | -0.8% |
| 3M | -3.4% | +10.3% | -13.6% | -6.0% |
| 6M | -7.0% | +1.6% | -8.6% | -7.8% |
| YTD | +2.0% | +6.3% | -4.3% | -0.1% |
| 1Y | -6.5% | -0.5% | -6.0% | -7.0% |
| All | 0.0% | +64.7% | -64.7% | -9.0% |
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 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