+3.7%
PEP vs SAP
-5.6%
+9.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.2% | -0.5% | +3.4% |
| 7D | +7.4% | +1.3% | +6.1% | +7.2% |
| 30D | +13.3% | +15.5% | -2.2% | +12.3% |
| 3M | +3.5% | +22.8% | -19.3% | +2.1% |
| 6M | -5.9% | +42.5% | -48.4% | -8.6% |
| YTD | +2.3% | +0.5% | +1.7% | -2.9% |
| 1Y | +3.7% | -5.9% | +9.6% | -1.2% |
| All | +3.7% | -5.6% | +9.3% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 1y: compounded portfolio wealth divided by compounded SAP 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…
1y analysis · Full analysis span regression · 6 months rolling