+713.9%
PH vs SAN
+255.1%
+458.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.5% |
| 7D | +2.1% | +10.8% | -8.6% | -3.1% |
| 30D | +0.3% | -5.7% | +6.0% | +2.7% |
| 3M | -8.8% | -13.4% | +4.6% | -2.9% |
| 6M | +10.0% | +3.5% | +6.5% | +6.6% |
| YTD | +10.5% | +9.7% | +0.7% | +2.5% |
| 1Y | +15.5% | +20.9% | -5.3% | +1.9% |
| 3Y | +136.4% | +254.3% | -117.9% | +14.5% |
| 5Y | +213.6% | +304.2% | -90.6% | +35.0% |
| 10Y | +713.9% | +260.2% | +453.7% | +252.1% |
| All | +713.9% | +255.1% | +458.8% | +252.1% |
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