-40.5%
PAAS vs SAN
+2.9%
-43.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.8% | -1.3% | -2.1% |
| 7D | -7.0% | +1.0% | -8.0% | -7.8% |
| 30D | -15.3% | -9.4% | -5.9% | -9.5% |
| 3M | -27.7% | -17.1% | -10.6% | -17.1% |
| 6M | -40.5% | +2.2% | -42.6% | -46.3% |
| All | -40.5% | +2.9% | -43.4% | -46.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling