+0.7%
PL vs SAN
+16.7%
-16.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -2.2% | +12.6% | +11.3% |
| 7D | -6.8% | +4.9% | -11.7% | -9.3% |
| 30D | -29.3% | -13.0% | -16.3% | -24.5% |
| 3M | -44.8% | -18.9% | -25.9% | -38.9% |
| 6M | -68.4% | -4.1% | -64.2% | -67.3% |
| YTD | -36.4% | +2.6% | -38.9% | -37.9% |
| 1Y | +0.7% | +16.9% | -16.2% | -10.8% |
| All | +0.7% | +16.7% | -16.0% | -10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling