+168.3%
CTAS vs PCOR
-9.0%
+177.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.1% |
| 7D | -0.7% | +22.2% | -22.9% | -3.9% |
| 30D | +10.3% | +36.0% | -25.8% | +5.0% |
| 3M | +10.2% | +34.0% | -23.8% | +4.8% |
| 6M | +34.4% | +43.5% | -9.1% | +25.7% |
| YTD | +19.6% | +5.1% | +14.4% | +16.6% |
| 1Y | +21.8% | -3.9% | +25.7% | +20.5% |
| 3Y | +74.1% | +52.9% | +21.2% | +53.3% |
| 5Y | +114.0% | -18.7% | +132.7% | +96.2% |
| All | +168.3% | -9.0% | +177.3% | +147.1% |
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