+12,304.7%
PCAR vs CTAS
+25,665.7%
-13,361.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -1.6% |
| 7D | +0.1% | +1.2% | -1.1% | -0.4% |
| 30D | -4.6% | +12.8% | -17.3% | -9.8% |
| 3M | -22.6% | +10.3% | -32.9% | -26.2% |
| 6M | -12.0% | +32.0% | -44.0% | -23.3% |
| YTD | -6.1% | +19.1% | -25.2% | -14.4% |
| 1Y | +6.3% | +21.5% | -15.2% | -3.9% |
| 3Y | +31.8% | +76.0% | -44.3% | -1.3% |
| 5Y | +104.2% | +110.9% | -6.7% | +39.0% |
| 10Y | +302.9% | +849.8% | -546.9% | +28.4% |
| All | +12,304.7% | +25,665.7% | -13,361.0% | +1,424.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling