+91.3%
PEP vs CTAS
+817.6%
-726.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -0.3% | +0.5% | -0.8% | -0.5% |
| 30D | +11.8% | +10.2% | +1.5% | +8.2% |
| 3M | +3.7% | +12.1% | -8.4% | -0.3% |
| 6M | -4.3% | +38.3% | -42.6% | -14.2% |
| YTD | +2.1% | +21.9% | -19.8% | -4.8% |
| 1Y | +2.5% | +24.0% | -21.5% | -5.0% |
| 3Y | -5.0% | +75.1% | -80.2% | -22.8% |
| 5Y | +2.9% | +116.9% | -114.1% | -23.2% |
| All | +91.3% | +817.6% | -726.4% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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