+186.4%
PAAS vs SAN
+267.2%
-80.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.1% | -3.2% | +1.3% |
| 7D | +8.8% | +8.7% | +0.1% | +6.5% |
| 30D | -8.5% | -6.5% | -2.0% | -6.9% |
| 3M | -17.0% | -14.2% | -2.8% | -13.8% |
| 6M | -27.9% | +2.7% | -30.6% | -28.3% |
| YTD | -17.5% | +8.9% | -26.3% | -19.2% |
| 1Y | +22.8% | +23.4% | -0.5% | +17.0% |
| 3Y | +224.2% | +257.9% | -33.7% | +149.2% |
| 5Y | +73.6% | +297.8% | -224.1% | +27.7% |
| 10Y | +186.4% | +259.6% | -73.2% | +74.3% |
| All | +186.4% | +267.2% | -80.9% | +74.3% |
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