-67.2%
PL vs SAN
+3.8%
-71.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +6.4% | -12.8% | -11.3% |
| 7D | -11.7% | +4.5% | -16.3% | -15.0% |
| 30D | -27.1% | -12.1% | -15.0% | -17.0% |
| 3M | -44.6% | -15.6% | -29.0% | -34.6% |
| 6M | -67.2% | +5.8% | -73.0% | -70.7% |
| All | -67.2% | +3.8% | -71.0% | -70.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling