+607.8%
CTAS vs PENG
+762.7%
-154.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.4% | -6.7% | -1.0% |
| 7D | -1.8% | +4.5% | -6.4% | -2.3% |
| 30D | -0.2% | -7.1% | +6.9% | +0.4% |
| 3M | +11.7% | -27.3% | +38.9% | +12.9% |
| 6M | +0.7% | +169.6% | -168.9% | -16.5% |
| YTD | +7.4% | +164.6% | -157.2% | -11.1% |
| 1Y | -2.1% | +109.5% | -111.6% | -16.8% |
| 3Y | +62.9% | +98.9% | -36.0% | +29.9% |
| 5Y | +111.9% | +116.3% | -4.4% | +60.4% |
| All | +607.8% | +762.7% | -154.9% | +369.3% |
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