+111.0%
CTAS vs PEG
+38.2%
+72.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.3% |
| 7D | 0.0% | +1.0% | -1.1% | -0.5% |
| 30D | -1.0% | -1.9% | +0.9% | -0.2% |
| 3M | +15.8% | -3.7% | +19.4% | +17.6% |
| 6M | -1.0% | -9.4% | +8.4% | +3.1% |
| YTD | +7.4% | -6.0% | +13.4% | +9.8% |
| 1Y | -0.1% | -4.4% | +4.2% | +0.9% |
| 3Y | +66.3% | +33.5% | +32.8% | +39.2% |
| 5Y | +111.0% | +35.7% | +75.2% | +73.3% |
| All | +111.0% | +38.2% | +72.7% | +73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling