+54.5%
PCG vs CTAS
+113.1%
-58.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.6% |
| 7D | -13.9% | -1.8% | -12.0% | -13.1% |
| 30D | -16.9% | -0.2% | -16.7% | -16.7% |
| 3M | -14.7% | +11.7% | -26.4% | -18.8% |
| 6M | -23.8% | +0.7% | -24.5% | -24.4% |
| YTD | -10.5% | +7.4% | -17.9% | -13.8% |
| 1Y | -5.1% | -2.1% | -3.0% | -4.8% |
| 3Y | -11.6% | +62.9% | -74.5% | -32.5% |
| All | +54.5% | +113.1% | -58.7% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling