+114.6%
CTAS vs PENG
+115.2%
-0.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.4% | -6.7% | -0.7% |
| 7D | -1.8% | +4.5% | -6.4% | -2.1% |
| 30D | -0.2% | -7.1% | +6.9% | +0.1% |
| 3M | +11.7% | -27.3% | +38.9% | +12.5% |
| 6M | +0.7% | +169.6% | -168.9% | -12.2% |
| YTD | +7.4% | +164.6% | -157.2% | -6.5% |
| 1Y | -2.1% | +109.5% | -111.6% | -13.0% |
| 3Y | +62.9% | +98.9% | -36.0% | +37.7% |
| All | +114.6% | +115.2% | -0.6% | +79.0% |
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