+267.6%
PM vs SAN
+278.3%
-10.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | -7.1% | +3.4% | -10.5% | -7.8% |
| 30D | -2.8% | -6.3% | +3.5% | -1.6% |
| 3M | +6.3% | -14.1% | +20.5% | +9.5% |
| 6M | +9.6% | +4.2% | +5.5% | +7.6% |
| YTD | +25.6% | +9.0% | +16.6% | +21.0% |
| 1Y | +29.7% | +18.8% | +10.9% | +22.3% |
| 3Y | +147.6% | +252.0% | -104.5% | +74.8% |
| 5Y | +160.1% | +299.5% | -139.4% | +72.7% |
| All | +267.6% | +278.3% | -10.7% | +131.8% |
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 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