+3,260.6%
PEP vs SAN
+1,772.7%
+1,487.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.1% | -5.8% | -0.6% |
| 7D | +1.0% | +8.7% | -7.7% | -0.3% |
| 30D | +12.6% | -6.5% | +19.1% | +13.7% |
| 3M | +3.1% | -14.2% | +17.3% | +5.4% |
| 6M | -6.3% | +2.7% | -9.0% | -7.1% |
| YTD | +1.9% | +8.9% | -7.0% | -0.5% |
| 1Y | +3.3% | +23.4% | -20.1% | -1.2% |
| 3Y | -4.8% | +257.9% | -262.8% | -24.5% |
| 5Y | +2.0% | +297.8% | -295.7% | -22.2% |
| 10Y | +80.3% | +259.6% | -179.3% | +33.3% |
| All | +3,260.6% | +1,772.7% | +1,487.9% | +1,457.3% |
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