+44.1%
PL vs SAN
+337.6%
-293.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.2% |
| 7D | +5.6% | +10.8% | -5.1% | -0.6% |
| 30D | -16.9% | -5.7% | -11.2% | -14.4% |
| 3M | -38.2% | -13.4% | -24.8% | -33.2% |
| 6M | -63.4% | +3.5% | -67.0% | -64.1% |
| YTD | -27.6% | +9.7% | -37.4% | -32.7% |
| 1Y | +6.6% | +20.9% | -14.3% | -6.4% |
| 3Y | +557.6% | +254.3% | +303.3% | +224.5% |
| 5Y | +39.5% | +304.2% | -264.7% | -39.7% |
| All | +44.1% | +337.6% | -293.4% | -38.6% |
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