+22,650.5%
PH vs SAN
+1,664.5%
+20,986.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.2% | +5.1% | +3.7% |
| 7D | +2.0% | +4.9% | -2.9% | -0.1% |
| 30D | -3.7% | -13.0% | +9.3% | +1.3% |
| 3M | -14.0% | -18.9% | +4.8% | -7.2% |
| 6M | +2.1% | -4.1% | +6.3% | +2.8% |
| YTD | +5.1% | +2.6% | +2.5% | +2.0% |
| 1Y | +10.9% | +16.9% | -6.0% | +2.1% |
| 3Y | +132.9% | +239.1% | -106.1% | +37.4% |
| 5Y | +200.1% | +266.8% | -66.8% | +66.9% |
| 10Y | +783.8% | +246.0% | +537.8% | +383.3% |
| All | +22,650.5% | +1,664.5% | +20,986.0% | +7,548.1% |
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