+198.6%
PM vs CTAS
+658.8%
-460.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -1.3% | 0.0% | -1.2% | -1.3% |
| 30D | -2.6% | -1.0% | -1.6% | -2.2% |
| 3M | +5.8% | +15.8% | -10.0% | +0.8% |
| 6M | +10.6% | -1.0% | +11.6% | +10.5% |
| YTD | +17.2% | +7.4% | +9.7% | +13.9% |
| 1Y | +17.6% | -0.1% | +17.8% | +16.9% |
| 3Y | +124.3% | +66.3% | +58.0% | +84.9% |
| 5Y | +125.1% | +111.0% | +14.1% | +68.0% |
| 10Y | +198.6% | +662.9% | -464.3% | +55.1% |
| All | +198.6% | +658.8% | -460.2% | +55.1% |
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