-13.1%
PEP vs SARO
-22.5%
+9.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.9% | -0.2% |
| 7D | -1.0% | -3.1% | +2.2% | -1.0% |
| 30D | -0.7% | -12.2% | +11.6% | -0.8% |
| 3M | -4.1% | -7.4% | +3.2% | -4.2% |
| 6M | -13.1% | -15.3% | +2.2% | -13.1% |
| YTD | -2.1% | -16.2% | +14.1% | -2.2% |
| 1Y | -1.7% | -12.1% | +10.4% | -1.8% |
| All | -13.1% | -22.5% | +9.3% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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