+76.6%
PEP vs SBAC
+76.8%
-0.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +0.7% | +3.2% | -2.6% | -0.4% |
| 3M | -0.5% | -5.1% | +4.5% | +0.7% |
| 6M | -11.3% | -2.1% | -9.2% | -11.8% |
| YTD | -0.6% | -0.5% | -0.1% | -1.9% |
| 1Y | +1.7% | +1.1% | +0.5% | -0.4% |
| 3Y | -12.5% | -7.4% | -5.0% | -13.4% |
| 5Y | +3.9% | -44.3% | +48.2% | +21.4% |
| 10Y | +76.6% | +77.6% | -1.0% | +36.7% |
| All | +76.6% | +76.8% | -0.2% | +36.7% |
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