+141.0%
CTAS vs PCOR
-30.9%
+171.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | +0.4% |
| 7D | -1.8% | -9.0% | +7.1% | -0.4% |
| 30D | -0.2% | +4.2% | -4.4% | -1.0% |
| 3M | +11.7% | +14.4% | -2.7% | +8.8% |
| 6M | +0.7% | +0.2% | +0.5% | -0.6% |
| YTD | +7.4% | -20.3% | +27.7% | +9.6% |
| 1Y | -2.1% | -16.1% | +14.0% | -1.4% |
| 3Y | +62.9% | -14.7% | +77.7% | +58.5% |
| 5Y | +111.9% | -43.2% | +155.0% | +103.5% |
| All | +141.0% | -30.9% | +171.9% | +132.3% |
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