+702.3%
CTAS vs PENG
+720.8%
-18.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.3% | -9.4% | -0.2% |
| 7D | -0.8% | +1.9% | -2.6% | -1.5% |
| 30D | +10.7% | -37.8% | +48.5% | +15.2% |
| 3M | +11.0% | -14.1% | +25.1% | +10.6% |
| 6M | +38.7% | +13.1% | +25.6% | +28.8% |
| YTD | +21.8% | +151.8% | -130.0% | -0.5% |
| 1Y | +23.6% | +136.0% | -112.4% | +1.7% |
| 3Y | +74.9% | +217.9% | -143.0% | +29.9% |
| 5Y | +119.5% | +64.1% | +55.4% | +71.4% |
| All | +702.3% | +720.8% | -18.5% | +425.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling