-4.6%
PEP vs CTAS
+78.6%
-83.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.5% |
| 7D | +6.7% | +3.8% | +2.8% | +5.5% |
| 30D | +13.5% | +15.5% | -2.0% | +8.9% |
| 3M | +3.9% | +12.7% | -8.8% | +0.3% |
| 6M | -6.0% | +34.5% | -40.5% | -13.6% |
| YTD | +2.5% | +21.3% | -18.8% | -3.5% |
| 1Y | +3.9% | +23.1% | -19.1% | -2.5% |
| All | -4.6% | +78.6% | -83.2% | -19.9% |
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