+36.7%
PM vs SAN
+16.7%
+20.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.5% | -1.7% |
| 7D | -5.2% | +4.9% | -10.1% | -5.4% |
| 30D | +2.7% | -13.0% | +15.7% | +3.1% |
| 3M | +6.1% | -18.9% | +25.0% | +6.9% |
| 6M | +18.0% | -4.1% | +22.2% | +17.7% |
| YTD | +26.6% | +2.6% | +24.0% | +24.4% |
| 1Y | +36.7% | +16.9% | +19.7% | +30.0% |
| All | +36.7% | +16.7% | +20.0% | +30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling