+3.3%
PEP vs SAN
+276.3%
-272.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | +6.7% | +3.5% | +3.2% | +6.4% |
| 30D | +13.5% | -13.2% | +26.7% | +14.5% |
| 3M | +3.9% | -16.9% | +20.9% | +5.1% |
| 6M | -6.0% | +2.3% | -8.3% | -6.3% |
| YTD | +2.5% | +4.9% | -2.5% | +1.6% |
| 1Y | +3.9% | +20.4% | -16.5% | +2.0% |
| 3Y | -4.7% | +243.2% | -247.9% | -15.0% |
| All | +3.3% | +276.3% | -272.9% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling