+3,159.9%
PEP vs SAN
+2,116.5%
+1,043.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -1.4% | +1.8% | -3.2% | -1.7% |
| 30D | +0.2% | +2.0% | -1.8% | -0.1% |
| 3M | -1.1% | +19.7% | -20.8% | -4.1% |
| 6M | -13.5% | +30.6% | -44.1% | -17.5% |
| YTD | -1.2% | +28.8% | -30.0% | -5.8% |
| 1Y | -1.6% | +57.8% | -59.3% | -9.4% |
| 3Y | -12.5% | +338.1% | -350.6% | -32.7% |
| 5Y | +3.0% | +384.2% | -381.2% | -23.8% |
| 10Y | +73.9% | +353.1% | -279.2% | +24.0% |
| All | +3,159.9% | +2,116.5% | +1,043.5% | +1,374.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling