+449.1%
PL vs SAN
+339.3%
+109.8%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -0.7% |
| 7D | -9.3% | +1.8% | -11.1% | -10.5% |
| 30D | -18.9% | +2.0% | -20.9% | -20.1% |
| 3M | -58.4% | +19.7% | -78.1% | -63.1% |
| 6M | -30.3% | +30.6% | -60.9% | -42.2% |
| YTD | -8.1% | +28.8% | -37.0% | -25.0% |
| 1Y | +180.5% | +57.8% | +122.7% | +94.6% |
| All | +449.1% | +339.3% | +109.8% | +64.8% |
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 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