-7.4%
PEG vs SAN
+23.5%
-30.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.4% | -5.9% | +0.2% |
| 7D | +1.0% | +4.5% | -3.5% | +0.8% |
| 30D | +6.6% | -12.1% | +18.7% | +7.3% |
| 3M | -3.1% | -15.6% | +12.4% | -2.3% |
| 6M | -7.4% | +5.8% | -13.2% | -7.6% |
| YTD | -6.4% | +5.5% | -11.9% | -8.2% |
| 1Y | -7.4% | +23.6% | -31.0% | -9.3% |
| All | -7.4% | +23.5% | -30.9% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling