+91.1%
PCG vs CTAS
+26,004.1%
-25,913.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.3% | +0.5% |
| 7D | -0.5% | +0.7% | -1.1% | -0.6% |
| 30D | +0.8% | +11.3% | -10.5% | -2.0% |
| 3M | -22.0% | +11.4% | -33.5% | -24.1% |
| 6M | -17.1% | +35.6% | -52.7% | -23.4% |
| YTD | -16.9% | +20.7% | -37.6% | -21.0% |
| 1Y | -19.1% | +22.8% | -41.9% | -23.5% |
| 3Y | -19.4% | +73.4% | -92.9% | -30.4% |
| 5Y | +9.0% | +117.6% | -108.6% | -11.1% |
| 10Y | -76.2% | +818.4% | -894.6% | -85.7% |
| All | +91.1% | +26,004.1% | -25,913.0% | -25.3% |
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 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