-4.3%
PEP vs SAN
+2.9%
-7.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -1.1% |
| 7D | -0.3% | +1.0% | -1.3% | -0.3% |
| 30D | +11.8% | -9.4% | +21.1% | +10.9% |
| 3M | +3.7% | -17.1% | +20.8% | +2.7% |
| 6M | -4.3% | +2.2% | -6.5% | -2.1% |
| All | -4.3% | +2.9% | -7.3% | -2.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling