+116.1%
PG vs SAN
+357.1%
-240.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.6% | +1.3% |
| 7D | -0.8% | +0.2% | -1.0% | -0.8% |
| 30D | +0.8% | +0.9% | -0.1% | +0.7% |
| 3M | -1.3% | +19.1% | -20.4% | -3.6% |
| 6M | -3.8% | +33.2% | -37.0% | -7.5% |
| YTD | +3.6% | +29.1% | -25.5% | -0.2% |
| 1Y | -5.7% | +50.2% | -56.0% | -11.1% |
| 3Y | +1.6% | +351.0% | -349.4% | -18.3% |
| 5Y | +14.6% | +394.7% | -380.1% | -10.9% |
| All | +116.1% | +357.1% | -240.9% | +61.7% |
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