+23,259.7%
CTAS vs PEG
+2,907.1%
+20,352.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | -1.8% | +0.7% | -2.5% | -2.1% |
| 30D | -0.2% | -2.4% | +2.2% | +0.8% |
| 3M | +11.7% | -4.8% | +16.5% | +13.9% |
| 6M | +0.7% | -10.7% | +11.4% | +5.1% |
| YTD | +7.4% | -6.7% | +14.1% | +10.0% |
| 1Y | -2.1% | -6.8% | +4.7% | 0.0% |
| 3Y | +62.9% | +34.5% | +28.5% | +41.8% |
| 5Y | +111.9% | +35.8% | +76.1% | +82.9% |
| 10Y | +652.2% | +141.7% | +510.5% | +419.9% |
| All | +23,259.7% | +2,907.1% | +20,352.7% | +7,713.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling