+210.6%
PWR vs CTAS
+65.1%
+145.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +4.5% | 0.0% | +4.6% | +4.5% |
| 30D | -4.9% | -1.0% | -3.9% | -4.7% |
| 3M | -7.9% | +15.8% | -23.6% | -13.1% |
| 6M | +18.3% | -1.0% | +19.3% | +18.9% |
| YTD | +51.5% | +7.4% | +44.1% | +46.4% |
| 1Y | +70.3% | -0.1% | +70.4% | +70.3% |
| 3Y | +210.6% | +66.3% | +144.3% | +128.4% |
| All | +210.6% | +65.1% | +145.5% | +128.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling