+80.1%
PEP vs SAP
+216.8%
-136.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.2% | -0.1% |
| 7D | +2.9% | -0.7% | +3.6% | +3.1% |
| 30D | +14.2% | +11.1% | +3.1% | +11.7% |
| 3M | +3.2% | +17.0% | -13.9% | -0.3% |
| 6M | -7.4% | +34.8% | -42.3% | -13.7% |
| YTD | +1.5% | -2.2% | +3.7% | +0.6% |
| 1Y | +3.9% | -6.4% | +10.3% | +4.0% |
| 3Y | -5.5% | +75.1% | -80.7% | -22.0% |
| 5Y | +0.1% | +69.8% | -69.7% | -18.0% |
| All | +80.1% | +216.8% | -136.7% | +8.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling