+122.5%
PM vs SAN
+358.9%
-236.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.9% |
| 7D | -4.9% | +1.8% | -6.7% | -5.1% |
| 30D | -3.4% | +2.0% | -5.4% | -3.6% |
| 3M | +5.2% | +19.7% | -14.6% | +2.5% |
| 6M | +3.7% | +30.6% | -26.9% | -0.6% |
| YTD | +15.8% | +28.8% | -13.1% | +11.0% |
| 1Y | +17.4% | +57.8% | -40.4% | +8.5% |
| All | +122.5% | +358.9% | -236.4% | +57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling