+4.7%
PEP vs SAN
+381.6%
-376.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -1.4% | +1.8% | -3.2% | -1.5% |
| 30D | +0.2% | +2.0% | -1.8% | +0.1% |
| 3M | -1.1% | +19.7% | -20.8% | -2.3% |
| 6M | -13.5% | +30.6% | -44.1% | -15.2% |
| YTD | -1.2% | +28.8% | -30.0% | -3.2% |
| 1Y | -1.6% | +57.8% | -59.3% | -5.2% |
| 3Y | -12.5% | +338.1% | -350.6% | -23.4% |
| All | +4.7% | +381.6% | -376.8% | -10.9% |
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