+705.2%
PEP vs SBAC
+2,252.5%
-1,547.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | +6.7% | +4.4% | +2.2% | +6.4% |
| 30D | +13.5% | +13.8% | -0.3% | +12.7% |
| 3M | +3.9% | +9.0% | -5.0% | +3.4% |
| 6M | -6.0% | -10.0% | +4.0% | -5.6% |
| YTD | +2.5% | +1.8% | +0.7% | +2.1% |
| 1Y | +3.9% | +1.1% | +2.8% | +3.6% |
| 3Y | -4.7% | -9.5% | +4.9% | -4.6% |
| 5Y | +1.1% | -39.0% | +40.1% | +2.8% |
| 10Y | +83.8% | +101.1% | -17.3% | +79.6% |
| All | +705.2% | +2,252.5% | -1,547.3% | +632.4% |
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