+188.9%
PAAS vs SAN
+236.7%
-47.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +2.0% |
| 7D | +8.4% | +4.9% | +3.5% | +7.1% |
| 30D | -7.2% | -13.0% | +5.8% | -3.8% |
| 3M | -14.0% | -18.9% | +4.8% | -9.3% |
| 6M | -26.8% | -4.1% | -22.6% | -25.8% |
| YTD | -19.8% | +2.6% | -22.4% | -20.3% |
| 1Y | +22.8% | +16.9% | +5.9% | +18.7% |
| 3Y | +183.6% | +239.1% | -55.4% | +121.2% |
| 5Y | +73.8% | +266.8% | -193.0% | +30.2% |
| All | +188.9% | +236.7% | -47.8% | +79.0% |
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