+114.0%
CTAS vs PENG
+56.2%
+57.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +9.3% | -8.9% | -0.1% |
| 7D | -0.7% | -3.8% | +3.1% | -0.8% |
| 30D | +10.3% | -40.1% | +50.3% | +12.7% |
| 3M | +10.2% | -21.8% | +32.0% | +10.5% |
| 6M | +34.4% | +3.3% | +31.0% | +28.3% |
| YTD | +19.6% | +133.6% | -114.1% | +3.6% |
| 1Y | +21.8% | +110.7% | -88.9% | +6.5% |
| 3Y | +74.1% | +204.3% | -130.1% | +37.1% |
| 5Y | +114.0% | +54.4% | +59.7% | +77.6% |
| All | +114.0% | +56.2% | +57.8% | +77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling