+4.4%
PEP vs CTAS
+115.9%
-111.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.6% | +2.3% |
| 7D | +2.9% | +2.0% | +0.9% | +2.2% |
| 30D | +12.5% | +8.7% | +3.8% | +9.4% |
| 3M | +4.5% | +13.3% | -8.7% | +0.2% |
| 6M | -0.5% | +39.4% | -39.9% | -11.0% |
| YTD | +4.4% | +21.5% | -17.1% | -2.5% |
| 1Y | +4.4% | +21.9% | -17.5% | -2.8% |
| 3Y | -3.4% | +73.6% | -77.0% | -22.4% |
| All | +4.4% | +115.9% | -111.4% | -25.2% |
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