+74.8%
PBR vs SAN
+49.3%
+25.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.1% |
| 7D | +4.2% | -2.8% | +7.0% | +4.0% |
| 30D | +22.7% | -0.5% | +23.3% | +22.7% |
| 3M | +21.5% | +22.7% | -1.2% | +23.1% |
| 6M | +24.0% | +28.8% | -4.8% | +25.0% |
| YTD | +88.2% | +26.3% | +62.0% | +86.6% |
| 1Y | +74.8% | +48.8% | +26.0% | +63.6% |
| All | +74.8% | +49.3% | +25.5% | +63.6% |
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