+3,899.5%
PG vs CTAS
+23,079.4%
-19,179.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -3.4% | +1.0% | -4.4% | -3.6% |
| 30D | -2.6% | -1.1% | -1.5% | -2.4% |
| 3M | -3.3% | +11.5% | -14.8% | -5.6% |
| 6M | -6.7% | +0.2% | -6.9% | -7.0% |
| YTD | +1.7% | +7.2% | -5.4% | 0.0% |
| 1Y | -7.9% | 0.0% | -7.9% | -8.2% |
| 3Y | +0.9% | +65.9% | -65.0% | -10.0% |
| 5Y | +12.6% | +109.6% | -96.9% | -4.8% |
| 10Y | +117.2% | +683.8% | -566.6% | +37.9% |
| All | +3,899.5% | +23,079.4% | -19,179.9% | +1,119.4% |
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