+35.7%
PEG vs SAN
+381.9%
-346.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | +1.0% | +3.3% | -2.3% | +0.5% |
| 30D | -1.9% | +1.1% | -3.0% | -2.1% |
| 3M | -3.7% | +22.2% | -25.9% | -6.7% |
| 6M | -9.4% | +36.0% | -45.4% | -13.9% |
| YTD | -6.0% | +28.2% | -34.2% | -10.2% |
| 1Y | -4.4% | +54.1% | -58.5% | -11.6% |
| 3Y | +33.5% | +354.2% | -320.7% | +1.8% |
| 5Y | +35.7% | +387.3% | -351.5% | -1.4% |
| All | +35.7% | +381.9% | -346.2% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling