+3,899.5%
PG vs SAN
+2,079.3%
+1,820.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.8% |
| 7D | -3.4% | -0.5% | -2.9% | -3.3% |
| 30D | -2.6% | -0.1% | -2.5% | -2.6% |
| 3M | -3.3% | +19.6% | -23.0% | -6.2% |
| 6M | -6.7% | +32.7% | -39.4% | -11.1% |
| YTD | +1.7% | +26.7% | -24.9% | -2.6% |
| 1Y | -7.9% | +51.6% | -59.6% | -14.5% |
| 3Y | +0.9% | +348.7% | -347.8% | -22.4% |
| 5Y | +12.6% | +378.7% | -366.1% | -16.1% |
| 10Y | +117.2% | +336.9% | -219.8% | +56.3% |
| All | +3,899.5% | +2,079.3% | +1,820.1% | +1,668.0% |
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