+116.0%
CTAS vs PEG
+43.5%
+72.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.8% | -0.9% |
| 7D | +2.0% | +4.5% | -2.5% | 0.0% |
| 30D | +8.7% | +7.5% | +1.1% | +5.3% |
| 3M | +13.3% | +0.8% | +12.4% | +12.7% |
| 6M | +39.4% | 0.0% | +39.4% | +39.0% |
| YTD | +21.5% | -3.0% | +24.5% | +22.4% |
| 1Y | +21.9% | -4.7% | +26.6% | +23.7% |
| 3Y | +73.6% | +36.5% | +37.2% | +43.1% |
| All | +116.0% | +43.5% | +72.6% | +71.5% |
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