+148.7%
PEG vs SAN
+329.5%
-180.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.1% |
| 7D | -0.1% | -0.5% | +0.4% | 0.0% |
| 30D | -1.7% | -0.1% | -1.7% | -1.8% |
| 3M | -6.8% | +19.6% | -26.4% | -10.1% |
| 6M | -11.4% | +32.7% | -44.0% | -16.4% |
| YTD | -7.2% | +26.7% | -33.9% | -12.1% |
| 1Y | -6.1% | +51.6% | -57.8% | -14.3% |
| 3Y | +31.8% | +348.7% | -317.0% | -4.5% |
| 5Y | +35.6% | +378.7% | -343.1% | -5.6% |
| 10Y | +148.7% | +336.9% | -188.2% | +52.5% |
| All | +148.7% | +329.5% | -180.8% | +52.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling