+173.5%
CTAS vs PCOR
-8.1%
+181.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +0.5% | +2.2% | -1.7% | +0.2% |
| 30D | +10.2% | +37.4% | -27.2% | +4.8% |
| 3M | +12.1% | +33.2% | -21.1% | +6.8% |
| 6M | +38.3% | +60.6% | -22.3% | +27.2% |
| YTD | +21.9% | +6.2% | +15.7% | +18.7% |
| 1Y | +24.0% | -1.1% | +25.1% | +22.1% |
| 3Y | +75.1% | +48.4% | +26.7% | +55.1% |
| 5Y | +116.9% | -13.1% | +130.1% | +97.7% |
| All | +173.5% | -8.1% | +181.6% | +151.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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