+69.6%
PBR vs SAN
+58.9%
+10.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -2.0% |
| 7D | +8.6% | +1.8% | +6.8% | +8.8% |
| 30D | +12.8% | +2.0% | +10.8% | +13.0% |
| 3M | +14.7% | +19.7% | -5.1% | +16.0% |
| 6M | +25.2% | +30.6% | -5.5% | +26.3% |
| YTD | +77.1% | +28.8% | +48.3% | +75.5% |
| 1Y | +69.6% | +57.8% | +11.8% | +55.3% |
| All | +69.6% | +58.9% | +10.6% | +55.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling