+293.0%
PCAR vs CTAS
+848.9%
-555.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.5% |
| 7D | +2.9% | -0.7% | +3.6% | +3.3% |
| 30D | -2.1% | +10.3% | -12.4% | -6.4% |
| 3M | -20.4% | +10.2% | -30.5% | -23.9% |
| 6M | -7.0% | +34.4% | -41.3% | -19.4% |
| YTD | -2.6% | +19.6% | -22.2% | -11.2% |
| 1Y | +9.8% | +21.8% | -12.0% | -0.7% |
| 3Y | +37.3% | +74.1% | -36.9% | +3.3% |
| 5Y | +116.4% | +114.0% | +2.4% | +45.9% |
| 10Y | +293.0% | +813.9% | -521.0% | +25.0% |
| All | +293.0% | +848.9% | -555.9% | +25.0% |
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