+89.6%
PEP vs SAN
+255.1%
-165.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.1% |
| 7D | +4.6% | +10.8% | -6.1% | +3.1% |
| 30D | +14.0% | -5.7% | +19.7% | +14.8% |
| 3M | +5.4% | -13.4% | +18.8% | +7.3% |
| 6M | -5.1% | +3.5% | -8.7% | -6.0% |
| YTD | +3.1% | +9.7% | -6.6% | +0.8% |
| 1Y | +4.8% | +20.9% | -16.1% | +0.8% |
| 3Y | -4.1% | +254.3% | -258.4% | -23.4% |
| 5Y | +3.0% | +304.2% | -301.3% | -21.5% |
| 10Y | +89.6% | +260.2% | -170.6% | +36.2% |
| All | +89.6% | +255.1% | -165.5% | +36.2% |
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