+792.3%
PH vs SAN
+338.5%
+453.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +0.4% | +3.3% | -2.9% | -1.2% |
| 30D | -10.8% | +1.1% | -11.9% | -11.3% |
| 3M | +8.5% | +22.2% | -13.8% | -2.2% |
| 6M | +3.9% | +36.0% | -32.1% | -11.6% |
| YTD | +9.4% | +28.2% | -18.8% | -5.2% |
| 1Y | +26.8% | +54.1% | -27.3% | -0.4% |
| 3Y | +140.8% | +354.2% | -213.4% | +3.9% |
| 5Y | +253.8% | +387.3% | -133.5% | +39.5% |
| 10Y | +792.3% | +334.8% | +457.5% | +248.1% |
| All | +792.3% | +338.5% | +453.8% | +248.1% |
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