+83.0%
PL vs SAN
+413.7%
-330.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -0.8% |
| 7D | -9.3% | +1.8% | -11.1% | -10.3% |
| 30D | -18.9% | +2.0% | -20.9% | -19.9% |
| 3M | -58.4% | +19.7% | -78.1% | -62.3% |
| 6M | -30.3% | +30.6% | -60.9% | -40.3% |
| YTD | -8.1% | +28.8% | -37.0% | -21.9% |
| 1Y | +180.5% | +57.8% | +122.7% | +112.1% |
| 3Y | +444.1% | +338.1% | +106.0% | +140.0% |
| 5Y | +83.0% | +384.2% | -301.2% | -27.6% |
| All | +83.0% | +413.7% | -330.7% | -28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling