+3.7%
PEP vs SAN
+23.5%
-19.8%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.4% | -2.7% | +3.6% |
| 7D | +7.4% | +4.5% | +2.8% | +7.2% |
| 30D | +13.3% | -12.1% | +25.4% | +13.2% |
| 3M | +3.5% | -15.6% | +19.0% | +3.4% |
| 6M | -5.9% | +5.8% | -11.7% | -5.8% |
| YTD | +2.3% | +5.5% | -3.2% | +1.1% |
| 1Y | +3.7% | +23.6% | -19.9% | +3.0% |
| All | +3.7% | +23.5% | -19.8% | +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 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