-18.4%
PCG vs CTAS
+73.6%
-92.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.3% | +0.4% |
| 7D | -0.5% | +0.7% | -1.1% | -0.7% |
| 30D | +0.8% | +11.3% | -10.5% | -2.9% |
| 3M | -22.0% | +11.4% | -33.5% | -24.8% |
| 6M | -17.1% | +35.6% | -52.7% | -25.5% |
| YTD | -16.9% | +20.7% | -37.6% | -22.4% |
| 1Y | -19.1% | +22.8% | -41.9% | -25.0% |
| All | -18.4% | +73.6% | -92.0% | -36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling