+3,280.0%
PFE vs SAN
+2,116.5%
+1,163.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.5% | -1.1% |
| 7D | +1.8% | +1.8% | 0.0% | +1.4% |
| 30D | +10.2% | +2.0% | +8.2% | +9.7% |
| 3M | +12.7% | +19.7% | -7.0% | +8.0% |
| 6M | +10.5% | +30.6% | -20.1% | +3.6% |
| YTD | +20.2% | +28.8% | -8.7% | +12.7% |
| 1Y | +24.1% | +57.8% | -33.7% | +11.2% |
| 3Y | -3.6% | +338.1% | -341.7% | -32.0% |
| 5Y | -20.9% | +384.2% | -405.1% | -47.0% |
| 10Y | +35.8% | +353.1% | -317.3% | -13.3% |
| All | +3,280.0% | +2,116.5% | +1,163.5% | +1,310.8% |
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