-11.9%
PEP vs SAP
+62.3%
-74.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -1.4% | -2.9% | +1.5% | -1.2% |
| 30D | +0.2% | +9.0% | -8.8% | -0.3% |
| 3M | -1.1% | +14.9% | -16.1% | -2.6% |
| 6M | -13.5% | +11.9% | -25.4% | -14.8% |
| YTD | -1.2% | -9.9% | +8.7% | -2.1% |
| 1Y | -1.6% | -19.5% | +18.0% | -1.9% |
| All | -11.9% | +62.3% | -74.2% | -13.7% |
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