+763.1%
PM vs SAN
+150.4%
+612.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.8% |
| 7D | -4.9% | +1.8% | -6.7% | -5.3% |
| 30D | -3.4% | +2.0% | -5.4% | -3.9% |
| 3M | +5.2% | +19.7% | -14.6% | +0.6% |
| 6M | +3.7% | +30.6% | -26.9% | -3.3% |
| YTD | +15.8% | +28.8% | -13.1% | +8.0% |
| 1Y | +17.4% | +57.8% | -40.4% | +4.3% |
| 3Y | +116.9% | +338.1% | -221.2% | +49.3% |
| 5Y | +117.3% | +384.2% | -266.9% | +42.2% |
| 10Y | +193.8% | +353.1% | -159.4% | +83.2% |
| All | +763.1% | +150.4% | +612.8% | +480.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling