+3.3%
PEP vs CTAS
+113.8%
-110.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.6% |
| 7D | +6.7% | +3.8% | +2.8% | +5.4% |
| 30D | +13.5% | +15.5% | -2.0% | +8.2% |
| 3M | +3.9% | +12.7% | -8.8% | -0.2% |
| 6M | -6.0% | +34.5% | -40.5% | -14.9% |
| YTD | +2.5% | +21.3% | -18.8% | -4.3% |
| 1Y | +3.9% | +23.1% | -19.1% | -3.4% |
| 3Y | -4.7% | +79.3% | -84.0% | -24.3% |
| All | +3.3% | +113.8% | -110.4% | -26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling