+76.6%
PEP vs SAN
+338.5%
-261.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +0.1% | +3.3% | -3.2% | -0.4% |
| 30D | +0.7% | +1.1% | -0.4% | +0.5% |
| 3M | -0.5% | +22.2% | -22.7% | -3.5% |
| 6M | -11.3% | +36.0% | -47.3% | -15.5% |
| YTD | -0.6% | +28.2% | -28.8% | -4.8% |
| 1Y | +1.7% | +54.1% | -52.5% | -5.5% |
| 3Y | -12.5% | +354.2% | -366.7% | -32.6% |
| 5Y | +3.9% | +387.3% | -383.4% | -23.0% |
| 10Y | +76.6% | +334.8% | -258.2% | +21.5% |
| All | +76.6% | +338.5% | -261.9% | +21.5% |
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