+76.6%
PEP vs CTAS
+658.8%
-582.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +0.7% | -1.0% | +1.7% | +1.0% |
| 3M | -0.5% | +15.8% | -16.3% | -5.3% |
| 6M | -11.3% | -1.0% | -10.3% | -11.3% |
| YTD | -0.6% | +7.4% | -8.0% | -3.3% |
| 1Y | +1.7% | -0.1% | +1.8% | +1.1% |
| 3Y | -12.5% | +66.3% | -78.8% | -27.7% |
| 5Y | +3.9% | +111.0% | -107.1% | -21.6% |
| 10Y | +76.6% | +662.9% | -586.3% | -4.6% |
| All | +76.6% | +658.8% | -582.2% | -4.6% |
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