+114.0%
PCAR vs CTAS
+118.4%
-4.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +2.1% | +0.5% | +1.6% | +1.9% |
| 30D | -1.2% | +10.2% | -11.4% | -5.4% |
| 3M | -18.6% | +12.1% | -30.7% | -22.7% |
| 6M | -5.1% | +38.3% | -43.3% | -18.7% |
| YTD | -1.8% | +21.9% | -23.7% | -10.9% |
| 1Y | +10.6% | +24.0% | -13.4% | -0.5% |
| 3Y | +34.9% | +75.1% | -40.2% | -0.3% |
| 5Y | +114.0% | +116.9% | -3.0% | +36.5% |
| All | +114.0% | +118.4% | -4.4% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling