+200.1%
PAAS vs SAN
+345.3%
-145.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.2% |
| 7D | -2.9% | +1.8% | -4.7% | -3.3% |
| 30D | +6.8% | +2.0% | +4.8% | +6.3% |
| 3M | -2.9% | +19.7% | -22.6% | -7.1% |
| 6M | -16.4% | +30.6% | -47.1% | -21.6% |
| YTD | 0.0% | +28.8% | -28.8% | -6.2% |
| 1Y | +54.3% | +57.8% | -3.4% | +38.5% |
| 3Y | +230.7% | +338.1% | -107.5% | +140.6% |
| 5Y | +111.6% | +384.2% | -272.6% | +47.5% |
| All | +200.1% | +345.3% | -145.2% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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