+80.3%
PEP vs CTAS
+848.9%
-768.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +1.0% | -0.7% | +1.8% | +1.3% |
| 30D | +12.6% | +10.3% | +2.4% | +9.0% |
| 3M | +3.1% | +10.2% | -7.0% | -0.2% |
| 6M | -6.3% | +34.4% | -40.6% | -15.2% |
| YTD | +1.9% | +19.6% | -17.7% | -4.4% |
| 1Y | +3.3% | +21.8% | -18.5% | -3.7% |
| 3Y | -4.8% | +74.1% | -79.0% | -22.5% |
| 5Y | +2.0% | +114.0% | -112.0% | -23.5% |
| 10Y | +80.3% | +813.9% | -733.6% | -9.6% |
| All | +80.3% | +848.9% | -768.6% | -9.6% |
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