+15,068.3%
PCAR vs CTAS
+23,129.2%
-8,060.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.3% |
| 7D | -0.5% | -1.8% | +1.3% | +0.3% |
| 30D | -6.2% | -0.2% | -6.0% | -6.2% |
| 3M | +5.9% | +11.7% | -5.8% | 0.0% |
| 6M | +0.4% | +0.7% | -0.3% | -0.8% |
| YTD | +14.8% | +7.4% | +7.4% | +10.1% |
| 1Y | +30.1% | -2.1% | +32.2% | +30.0% |
| 3Y | +66.7% | +62.9% | +3.7% | +29.5% |
| 5Y | +166.1% | +111.9% | +54.2% | +81.0% |
| 10Y | +353.7% | +652.2% | -298.5% | +61.3% |
| All | +15,068.3% | +23,129.2% | -8,060.9% | +1,859.0% |
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