+76.0%
CTAS vs PCOR
+43.8%
+32.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.8% |
| 7D | +1.2% | +22.7% | -21.6% | -1.2% |
| 30D | +12.8% | +37.5% | -24.7% | +8.8% |
| 3M | +10.3% | +35.2% | -24.9% | +6.4% |
| 6M | +32.0% | +42.2% | -10.2% | +25.8% |
| YTD | +19.1% | +3.6% | +15.6% | +17.4% |
| 1Y | +21.5% | -4.8% | +26.2% | +21.0% |
| 3Y | +76.0% | +48.3% | +27.7% | +61.8% |
| All | +76.0% | +43.8% | +32.3% | +61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling