+2,425.3%
PWR vs CTAS
+665.9%
+1,759.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | +2.7% | +1.0% | +1.7% | +2.1% |
| 30D | -5.1% | -1.1% | -4.1% | -4.7% |
| 3M | -9.4% | +11.5% | -20.9% | -16.4% |
| 6M | +10.4% | +0.2% | +10.2% | +7.7% |
| YTD | +48.6% | +7.2% | +41.5% | +38.9% |
| 1Y | +68.0% | 0.0% | +68.0% | +63.0% |
| 3Y | +204.7% | +65.9% | +138.8% | +112.3% |
| 5Y | +451.9% | +109.6% | +342.4% | +232.5% |
| 10Y | +2,425.3% | +683.8% | +1,741.6% | +588.7% |
| All | +2,425.3% | +665.9% | +1,759.5% | +588.7% |
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