+212.2%
PAAS vs SAN
+275.0%
-62.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.7% | -1.2% |
| 7D | -5.2% | +3.4% | -8.6% | -6.0% |
| 30D | -13.9% | -6.3% | -7.7% | -12.6% |
| 3M | -23.8% | -14.1% | -9.7% | -20.9% |
| 6M | -36.4% | +4.2% | -40.6% | -36.9% |
| YTD | -23.4% | +9.0% | -32.4% | -25.0% |
| 1Y | +5.6% | +18.8% | -13.1% | +1.5% |
| 3Y | +209.7% | +252.0% | -42.3% | +139.8% |
| 5Y | +55.6% | +299.5% | -243.9% | +15.0% |
| 10Y | +212.2% | +276.7% | -64.4% | +103.6% |
| All | +212.2% | +275.0% | -62.8% | +103.6% |
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