+668.5%
PBR vs SAN
+347.0%
+321.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | +4.2% | -2.8% | +7.0% | +5.7% |
| 30D | +22.7% | -0.5% | +23.3% | +22.8% |
| 3M | +21.5% | +22.7% | -1.2% | +8.1% |
| 6M | +24.0% | +28.8% | -4.8% | +5.4% |
| YTD | +88.2% | +26.3% | +62.0% | +59.3% |
| 1Y | +74.8% | +48.8% | +26.0% | +34.2% |
| 3Y | +105.1% | +347.2% | -242.1% | -22.7% |
| 5Y | +572.2% | +383.8% | +188.5% | +118.1% |
| All | +668.5% | +347.0% | +321.5% | +132.4% |
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