+23,761.0%
PH vs SAN
+2,116.5%
+21,644.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | -3.1% | +1.8% | -4.8% | -3.7% |
| 30D | -3.2% | +2.0% | -5.2% | -4.0% |
| 3M | +10.6% | +19.7% | -9.1% | +2.7% |
| 6M | -2.1% | +30.6% | -32.8% | -12.4% |
| YTD | +10.2% | +28.8% | -18.7% | -1.7% |
| 1Y | +28.2% | +57.8% | -29.5% | +5.3% |
| 3Y | +134.9% | +338.1% | -203.2% | +26.0% |
| 5Y | +253.6% | +384.2% | -130.6% | +76.8% |
| 10Y | +804.7% | +353.1% | +451.6% | +347.1% |
| All | +23,761.0% | +2,116.5% | +21,644.5% | +7,277.1% |
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 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