+1,874.2%
PWR vs CTAS
+832.5%
+1,041.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +3.8% |
| 7D | +4.7% | -0.8% | +5.5% | +5.2% |
| 30D | -12.5% | +10.7% | -23.2% | -17.5% |
| 3M | -9.3% | +11.0% | -20.3% | -14.8% |
| 6M | -22.2% | +38.7% | -60.9% | -36.9% |
| YTD | +44.2% | +21.8% | +22.4% | +25.2% |
| 1Y | +35.5% | +23.6% | +12.0% | +16.5% |
| 3Y | +250.4% | +74.9% | +175.5% | +138.0% |
| 5Y | +425.6% | +119.5% | +306.2% | +209.0% |
| 10Y | +1,874.2% | +820.2% | +1,054.0% | +454.1% |
| All | +1,874.2% | +832.5% | +1,041.8% | +454.1% |
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