-3.4%
PEP vs CTAS
+74.7%
-78.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.6% | +2.3% |
| 7D | +2.9% | +2.0% | +0.9% | +2.3% |
| 30D | +12.5% | +8.7% | +3.8% | +9.8% |
| 3M | +4.5% | +13.3% | -8.7% | +0.8% |
| 6M | -0.5% | +39.4% | -39.9% | -9.4% |
| YTD | +4.4% | +21.5% | -17.1% | -1.7% |
| 1Y | +4.4% | +21.9% | -17.5% | -1.9% |
| 3Y | -3.4% | +73.6% | -77.0% | -17.9% |
| All | -3.4% | +74.7% | -78.1% | -17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling