+278.2%
PCAR vs CTAS
+820.8%
-542.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | -0.2% |
| 7D | +3.8% | +0.7% | +3.1% | +3.5% |
| 30D | -2.0% | +11.3% | -13.3% | -6.7% |
| 3M | -19.1% | +11.4% | -30.5% | -23.1% |
| 6M | -6.8% | +35.6% | -42.4% | -19.6% |
| YTD | -2.5% | +20.7% | -23.2% | -11.4% |
| 1Y | +9.7% | +22.8% | -13.2% | -1.2% |
| 3Y | +34.0% | +73.4% | -39.5% | +1.0% |
| 5Y | +113.3% | +117.6% | -4.3% | +42.8% |
| 10Y | +278.2% | +818.4% | -540.2% | +19.3% |
| All | +278.2% | +820.8% | -542.6% | +19.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling