-5.5%
PEP vs SAN
+244.8%
-250.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -1.1% |
| 7D | -0.3% | +1.0% | -1.3% | -0.4% |
| 30D | +11.8% | -9.4% | +21.1% | +12.0% |
| 3M | +3.7% | -17.1% | +20.8% | +4.2% |
| 6M | -4.3% | +2.2% | -6.5% | -4.5% |
| YTD | +2.1% | +6.0% | -3.8% | +1.5% |
| 1Y | +2.5% | +12.7% | -10.2% | +1.6% |
| All | -5.5% | +244.8% | -250.3% | -10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling