+3,269.6%
PEP vs SAN
+1,723.1%
+1,546.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -0.7% |
| 7D | -0.3% | +1.0% | -1.3% | -0.5% |
| 30D | +11.8% | -9.4% | +21.1% | +13.3% |
| 3M | +3.7% | -17.1% | +20.8% | +6.5% |
| 6M | -4.3% | +2.2% | -6.5% | -5.1% |
| YTD | +2.1% | +6.0% | -3.8% | +0.1% |
| 1Y | +2.5% | +12.7% | -10.2% | -0.5% |
| 3Y | -5.0% | +242.1% | -247.2% | -24.1% |
| 5Y | +2.9% | +293.6% | -290.7% | -21.4% |
| 10Y | +87.9% | +266.1% | -178.2% | +38.5% |
| All | +3,269.6% | +1,723.1% | +1,546.5% | +1,468.0% |
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