+712.2%
PEP vs SBAC
+2,215.3%
-1,503.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.3% |
| 7D | +1.1% | -2.8% | +3.9% | +1.2% |
| 30D | +13.6% | +3.1% | +10.5% | +13.4% |
| 3M | +5.1% | +5.1% | 0.0% | +4.8% |
| 6M | -1.6% | -11.4% | +9.8% | -1.1% |
| YTD | +3.3% | +0.2% | +3.1% | +3.1% |
| 1Y | +3.2% | -3.9% | +7.2% | +3.2% |
| 3Y | -3.9% | -7.7% | +3.8% | -3.9% |
| 5Y | +4.0% | -39.7% | +43.8% | +5.9% |
| 10Y | +90.1% | +111.9% | -21.8% | +85.5% |
| All | +712.2% | +2,215.3% | -1,503.2% | +639.4% |
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