+198.6%
PM vs SAN
+338.5%
-139.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | -1.3% | +3.3% | -4.6% | -2.0% |
| 30D | -2.6% | +1.1% | -3.6% | -2.8% |
| 3M | +5.8% | +22.2% | -16.4% | +0.7% |
| 6M | +10.6% | +36.0% | -25.5% | +2.0% |
| YTD | +17.2% | +28.2% | -11.1% | +9.3% |
| 1Y | +17.6% | +54.1% | -36.5% | +4.7% |
| 3Y | +124.3% | +354.2% | -230.0% | +49.5% |
| 5Y | +125.1% | +387.3% | -262.2% | +42.8% |
| 10Y | +198.6% | +334.8% | -136.2% | +74.2% |
| All | +198.6% | +338.5% | -139.9% | +74.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling