+168.1%
PM vs SAN
+267.8%
-99.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.5% | -1.4% |
| 7D | -5.2% | +4.9% | -10.1% | -6.0% |
| 30D | +2.7% | -13.0% | +15.7% | +4.9% |
| 3M | +6.1% | -18.9% | +25.0% | +9.6% |
| 6M | +18.0% | -4.1% | +22.2% | +17.9% |
| YTD | +26.6% | +2.6% | +24.0% | +24.2% |
| 1Y | +36.7% | +16.9% | +19.7% | +30.6% |
| 3Y | +146.0% | +239.1% | -93.0% | +84.4% |
| All | +168.1% | +267.8% | -99.7% | +95.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling