+1,195.5%
PEP vs SAP
+2,542.1%
-1,346.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | 0.0% |
| 7D | +6.7% | +4.0% | +2.6% | +6.1% |
| 30D | +13.5% | +15.7% | -2.2% | +11.4% |
| 3M | +3.9% | +23.4% | -19.5% | +1.0% |
| 6M | -6.0% | +41.3% | -47.3% | -10.5% |
| YTD | +2.5% | +2.0% | +0.5% | +1.3% |
| 1Y | +3.9% | -5.1% | +9.0% | +3.7% |
| 3Y | -4.7% | +82.1% | -86.8% | -13.7% |
| 5Y | +1.1% | +77.2% | -76.1% | -9.0% |
| 10Y | +83.8% | +233.6% | -149.8% | +51.2% |
| All | +1,195.5% | +2,542.1% | -1,346.5% | +698.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling