-4.6%
PEP vs SAP
+82.9%
-87.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.1% |
| 7D | +6.7% | +4.0% | +2.6% | +6.4% |
| 30D | +13.5% | +15.7% | -2.2% | +12.5% |
| 3M | +3.9% | +23.4% | -19.5% | +2.7% |
| 6M | -6.0% | +41.3% | -47.3% | -8.2% |
| YTD | +2.5% | +2.0% | +0.5% | +0.7% |
| 1Y | +3.9% | -5.1% | +9.0% | +2.5% |
| All | -4.6% | +82.9% | -87.5% | -3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling