+2,971.7%
PEG vs SAN
+1,735.1%
+1,236.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.8% | +1.3% |
| 7D | +4.5% | +4.0% | +0.5% | +3.8% |
| 30D | +7.5% | -7.8% | +15.4% | +9.0% |
| 3M | +0.8% | -16.4% | +17.2% | +3.9% |
| 6M | 0.0% | +3.5% | -3.5% | -1.1% |
| YTD | -3.0% | +6.7% | -9.7% | -5.3% |
| 1Y | -4.7% | +14.5% | -19.2% | -8.2% |
| 3Y | +36.5% | +243.5% | -207.0% | +6.2% |
| 5Y | +44.4% | +296.2% | -251.8% | +7.0% |
| 10Y | +170.2% | +268.5% | -98.3% | +92.4% |
| All | +2,971.7% | +1,735.1% | +1,236.6% | +1,477.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling