+1,269.9%
PAAS vs SAN
+2,090.5%
-820.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.2% |
| 7D | -2.9% | +1.8% | -4.7% | -3.3% |
| 30D | +6.8% | +2.0% | +4.8% | +6.3% |
| 3M | -2.9% | +19.7% | -22.6% | -7.0% |
| 6M | -16.4% | +30.6% | -47.1% | -21.5% |
| YTD | 0.0% | +28.8% | -28.8% | -6.1% |
| 1Y | +54.3% | +57.8% | -3.4% | +38.3% |
| 3Y | +230.7% | +338.1% | -107.5% | +131.7% |
| 5Y | +111.6% | +384.2% | -272.6% | +41.3% |
| 10Y | +211.7% | +353.1% | -141.4% | +95.8% |
| All | +1,269.9% | +2,090.5% | -820.6% | +552.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling