+36.5%
PEG vs SAN
+247.1%
-210.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.8% | +1.4% |
| 7D | +4.5% | +4.0% | +0.5% | +3.9% |
| 30D | +7.5% | -7.8% | +15.4% | +8.6% |
| 3M | +0.8% | -16.4% | +17.2% | +3.1% |
| 6M | 0.0% | +3.5% | -3.5% | -0.9% |
| YTD | -3.0% | +6.7% | -9.7% | -5.1% |
| 1Y | -4.7% | +14.5% | -19.2% | -8.0% |
| 3Y | +36.5% | +243.5% | -207.0% | +3.0% |
| All | +36.5% | +247.1% | -210.6% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling