+167.3%
CTAS vs PCOR
-10.3%
+177.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +1.2% | +22.7% | -21.6% | -2.1% |
| 30D | +12.8% | +37.5% | -24.7% | +7.2% |
| 3M | +10.3% | +35.2% | -24.9% | +4.8% |
| 6M | +32.0% | +42.2% | -10.2% | +23.7% |
| YTD | +19.1% | +3.6% | +15.6% | +16.4% |
| 1Y | +21.5% | -4.8% | +26.2% | +20.3% |
| 3Y | +76.0% | +48.3% | +27.7% | +55.7% |
| 5Y | +110.9% | -20.1% | +130.9% | +93.8% |
| All | +167.3% | -10.3% | +177.6% | +146.7% |
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