-76.0%
PCG vs CTAS
+652.1%
-728.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.6% |
| 7D | -13.9% | -1.8% | -12.0% | -13.0% |
| 30D | -16.9% | -0.2% | -16.7% | -16.7% |
| 3M | -14.7% | +11.7% | -26.4% | -19.4% |
| 6M | -23.8% | +0.7% | -24.5% | -24.6% |
| YTD | -10.5% | +7.4% | -17.9% | -14.2% |
| 1Y | -5.1% | -2.1% | -3.0% | -5.0% |
| 3Y | -11.6% | +62.9% | -74.5% | -32.8% |
| 5Y | +59.0% | +111.9% | -52.9% | +4.3% |
| All | -76.0% | +652.1% | -728.0% | -89.3% |
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