+185.5%
PAAS vs SAN
+255.1%
-69.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.8% | -6.6% | -6.0% |
| 7D | +4.2% | +10.8% | -6.6% | +1.5% |
| 30D | -13.8% | -5.7% | -8.0% | -12.5% |
| 3M | -22.7% | -13.4% | -9.3% | -19.9% |
| 6M | -32.1% | +3.5% | -35.6% | -32.6% |
| YTD | -22.3% | +9.7% | -32.0% | -24.1% |
| 1Y | +7.7% | +20.9% | -13.2% | +2.9% |
| 3Y | +214.0% | +254.3% | -40.3% | +141.4% |
| 5Y | +63.2% | +304.2% | -241.0% | +19.6% |
| 10Y | +185.5% | +260.2% | -74.7% | +72.4% |
| All | +185.5% | +255.1% | -69.6% | +72.4% |
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