+26.8%
PL vs SAN
+309.0%
-282.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -2.2% | +12.6% | +11.6% |
| 7D | -6.8% | +4.9% | -11.7% | -9.9% |
| 30D | -29.3% | -13.0% | -16.3% | -23.9% |
| 3M | -44.8% | -18.9% | -25.9% | -38.2% |
| 6M | -68.4% | -4.1% | -64.2% | -67.6% |
| YTD | -36.4% | +2.6% | -38.9% | -38.7% |
| 1Y | +0.7% | +16.9% | -16.2% | -10.2% |
| 3Y | +455.3% | +239.1% | +216.3% | +180.7% |
| 5Y | +22.7% | +266.8% | -244.2% | -45.0% |
| All | +26.8% | +309.0% | -282.2% | -44.0% |
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 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