+39.5%
PL vs SAN
+325.4%
-285.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -1.0% |
| 7D | +10.0% | +4.0% | +6.0% | +7.9% |
| 30D | -2.3% | -7.8% | +5.6% | +2.0% |
| 3M | -44.2% | -16.4% | -27.8% | -38.4% |
| 6M | -66.1% | +3.5% | -69.6% | -66.7% |
| YTD | -30.0% | +6.7% | -36.7% | -33.8% |
| 1Y | +21.0% | +14.5% | +6.5% | +9.7% |
| 3Y | +516.5% | +243.5% | +273.0% | +209.6% |
| 5Y | +32.0% | +296.2% | -264.2% | -42.0% |
| All | +39.5% | +325.4% | -285.9% | -39.6% |
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