-19.5%
PCG vs CTAS
+21.0%
-40.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.5% |
| 7D | -1.6% | +1.2% | -2.7% | -1.8% |
| 30D | +1.4% | +12.8% | -11.4% | -1.8% |
| 3M | -23.4% | +10.3% | -33.7% | -25.3% |
| 6M | -19.4% | +32.0% | -51.4% | -24.5% |
| YTD | -18.5% | +19.1% | -37.6% | -23.3% |
| 1Y | -19.5% | +21.5% | -41.0% | -24.2% |
| All | -19.5% | +21.0% | -40.5% | -24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling