+172.2%
CTAS vs PCOR
-10.0%
+182.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +3.8% | +23.7% | -19.9% | +0.3% |
| 30D | +15.5% | +39.0% | -23.5% | +9.7% |
| 3M | +12.7% | +35.8% | -23.0% | +7.0% |
| 6M | +34.5% | +38.2% | -3.7% | +26.6% |
| YTD | +21.3% | +3.9% | +17.4% | +18.5% |
| 1Y | +23.1% | +5.7% | +17.4% | +19.6% |
| 3Y | +79.3% | +44.8% | +34.6% | +59.3% |
| 5Y | +114.7% | -19.8% | +134.5% | +97.2% |
| All | +172.2% | -10.0% | +182.2% | +151.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling