+683.1%
CTAS vs PEG
+148.0%
+535.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.7% | +1.6% |
| 7D | +0.5% | -0.9% | +1.4% | +1.0% |
| 30D | -0.7% | -3.7% | +3.0% | +1.3% |
| 3M | +11.1% | -7.3% | +18.3% | +15.6% |
| 6M | +2.1% | -10.5% | +12.6% | +8.2% |
| YTD | +8.0% | -7.5% | +15.5% | +11.9% |
| 1Y | -0.5% | -8.7% | +8.3% | +3.5% |
| 3Y | +66.2% | +31.4% | +34.9% | +35.9% |
| 5Y | +109.2% | +37.8% | +71.4% | +63.7% |
| All | +683.1% | +148.0% | +535.1% | +367.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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