+359.1%
PCAR vs CTAS
+658.8%
-299.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | 0.0% | 0.0% | +0.1% | +0.1% |
| 30D | -7.7% | -1.0% | -6.7% | -7.3% |
| 3M | +3.7% | +15.8% | -12.1% | -3.6% |
| 6M | +2.3% | -1.0% | +3.3% | +2.0% |
| YTD | +12.8% | +7.4% | +5.4% | +8.2% |
| 1Y | +27.8% | -0.1% | +27.9% | +26.6% |
| 3Y | +61.8% | +66.3% | -4.5% | +24.1% |
| 5Y | +168.2% | +111.0% | +57.2% | +81.7% |
| 10Y | +359.1% | +662.9% | -303.8% | +56.5% |
| All | +359.1% | +658.8% | -299.7% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CTAS 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling