+1,831.6%
PWR vs CTAS
+814.6%
+1,017.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.5% |
| 7D | +11.3% | +2.0% | +9.3% | +10.2% |
| 30D | -8.9% | +8.7% | -17.5% | -13.2% |
| 3M | -10.5% | +13.3% | -23.8% | -16.8% |
| 6M | -22.2% | +39.4% | -61.6% | -37.1% |
| YTD | +42.7% | +21.5% | +21.3% | +24.1% |
| 1Y | +41.1% | +21.9% | +19.2% | +22.4% |
| 3Y | +242.7% | +73.6% | +169.1% | +133.8% |
| 5Y | +418.5% | +116.2% | +302.3% | +207.4% |
| All | +1,831.6% | +814.6% | +1,017.0% | +437.3% |
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 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