+676.6%
PEP vs SBAC
+2,208.1%
-1,531.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.6% |
| 7D | -1.4% | -0.8% | -0.6% | -1.4% |
| 30D | +0.2% | +6.9% | -6.7% | -0.1% |
| 3M | -1.1% | -8.2% | +7.1% | -0.7% |
| 6M | -13.5% | -1.6% | -11.8% | -13.5% |
| YTD | -1.2% | -0.1% | -1.1% | -1.4% |
| 1Y | -1.6% | -0.5% | -1.1% | -1.7% |
| 3Y | -12.5% | -9.1% | -3.5% | -12.5% |
| 5Y | +3.0% | -43.8% | +46.8% | +5.2% |
| 10Y | +73.9% | +80.5% | -6.6% | +70.5% |
| All | +676.6% | +2,208.1% | -1,531.6% | +607.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling