+95.5%
PEP vs SBAC
+114.8%
-19.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.8% |
| 7D | +2.9% | +0.6% | +2.3% | +2.7% |
| 30D | +12.5% | +5.5% | +7.0% | +10.6% |
| 3M | +4.5% | +3.1% | +1.5% | +3.2% |
| 6M | -0.5% | -7.0% | +6.5% | +1.0% |
| YTD | +4.4% | +0.5% | +3.9% | +2.4% |
| 1Y | +4.4% | +0.2% | +4.1% | +2.4% |
| 3Y | -3.4% | -7.4% | +4.0% | -4.4% |
| 5Y | +5.2% | -39.7% | +44.9% | +18.8% |
| All | +95.5% | +114.8% | -19.3% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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