+8,390.6%
PWR vs CTAS
+3,858.9%
+4,531.7%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | +3.6% | -1.8% | +5.4% | +4.5% |
| 30D | -8.6% | -0.2% | -8.4% | -8.6% |
| 3M | -13.2% | +11.7% | -24.8% | -19.2% |
| 6M | +9.9% | +0.7% | +9.2% | +7.0% |
| YTD | +48.0% | +7.4% | +40.6% | +39.3% |
| 1Y | +66.2% | -2.1% | +68.3% | +63.3% |
| 3Y | +195.1% | +62.9% | +132.2% | +121.7% |
| 5Y | +442.6% | +111.9% | +330.7% | +258.1% |
| 10Y | +2,334.2% | +652.2% | +1,682.0% | +744.7% |
| All | +8,390.6% | +3,858.9% | +4,531.7% | +1,246.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling