+21.1%
PL vs SAN
+267.8%
-246.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -2.2% | +12.6% | +11.7% |
| 7D | -6.8% | +4.9% | -11.7% | -10.2% |
| 30D | -29.3% | -13.0% | -16.3% | -23.5% |
| 3M | -44.8% | -18.9% | -25.9% | -37.6% |
| 6M | -68.4% | -4.1% | -64.2% | -67.6% |
| YTD | -36.4% | +2.6% | -38.9% | -39.1% |
| 1Y | +0.7% | +16.9% | -16.2% | -11.4% |
| 3Y | +455.3% | +239.1% | +216.3% | +156.3% |
| All | +21.1% | +267.8% | -246.7% | -43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling