-2.1%
CTAS vs PENG
+118.5%
-120.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.4% | -6.7% | +0.1% |
| 7D | -1.8% | +4.5% | -6.4% | -1.6% |
| 30D | -0.2% | -7.1% | +6.9% | -0.5% |
| 3M | +11.7% | -27.3% | +38.9% | +11.1% |
| 6M | +0.7% | +169.6% | -168.9% | -3.9% |
| YTD | +7.4% | +164.6% | -157.2% | +2.5% |
| 1Y | -2.1% | +109.5% | -111.6% | -6.9% |
| All | -2.1% | +118.5% | -120.6% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling