+1,573.8%
PBR vs SAN
+444.1%
+1,129.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.4% |
| 7D | +8.6% | +1.8% | +6.8% | +7.4% |
| 30D | +12.8% | +2.0% | +10.8% | +11.3% |
| 3M | +14.7% | +19.7% | -5.1% | +2.0% |
| 6M | +25.2% | +30.6% | -5.5% | +3.5% |
| YTD | +77.1% | +28.8% | +48.3% | +45.5% |
| 1Y | +69.6% | +57.8% | +11.8% | +22.9% |
| 3Y | +95.6% | +338.1% | -242.6% | -27.9% |
| 5Y | +501.8% | +384.2% | +117.5% | +91.0% |
| 10Y | +640.6% | +353.1% | +287.4% | +140.4% |
| All | +1,573.8% | +444.1% | +1,129.7% | +364.3% |
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 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