+685.0%
CTAS vs PENG
+597.2%
+87.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +12.4% | -14.2% | -3.1% |
| 7D | +1.2% | -19.4% | +20.6% | +2.8% |
| 30D | +12.8% | -42.4% | +55.2% | +18.2% |
| 3M | +10.3% | -25.6% | +35.9% | +11.6% |
| 6M | +32.0% | +7.3% | +24.7% | +22.6% |
| YTD | +19.1% | +113.9% | -94.7% | -0.9% |
| 1Y | +21.5% | +93.6% | -72.1% | +2.3% |
| 3Y | +76.0% | +170.2% | -94.2% | +33.0% |
| 5Y | +110.9% | +44.2% | +66.7% | +66.6% |
| All | +685.0% | +597.2% | +87.9% | +423.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling