+143.9%
PM vs SAN
+235.5%
-91.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.5% | -1.6% |
| 7D | -5.2% | +4.9% | -10.1% | -5.7% |
| 30D | +2.7% | -13.0% | +15.7% | +4.1% |
| 3M | +5.2% | -18.9% | +24.1% | +7.4% |
| 6M | +17.0% | -4.1% | +21.1% | +16.8% |
| YTD | +25.5% | +2.6% | +22.9% | +23.6% |
| 1Y | +35.5% | +16.9% | +18.6% | +30.8% |
| 3Y | +143.9% | +239.1% | -95.1% | +102.3% |
| All | +143.9% | +235.5% | -91.6% | +102.3% |
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