+403.1%
PL vs SAN
+243.2%
+159.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.5% | -9.6% | -9.8% |
| 7D | -20.5% | +3.5% | -24.0% | -22.6% |
| 30D | -38.8% | -13.2% | -25.6% | -33.0% |
| 3M | -49.1% | -16.9% | -32.2% | -42.7% |
| 6M | -69.4% | +2.3% | -71.7% | -69.7% |
| YTD | -42.3% | +4.9% | -47.3% | -45.8% |
| 1Y | -14.2% | +20.4% | -34.6% | -27.6% |
| All | +403.1% | +243.2% | +159.9% | +96.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling