+843.8%
PM vs SAN
+99.3%
+744.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.5% | -1.3% |
| 7D | -5.2% | +4.9% | -10.1% | -6.3% |
| 30D | +2.7% | -13.0% | +15.7% | +5.7% |
| 3M | +6.1% | -18.9% | +25.0% | +10.8% |
| 6M | +18.0% | -4.1% | +22.2% | +18.1% |
| YTD | +26.6% | +2.6% | +24.0% | +23.9% |
| 1Y | +36.7% | +16.9% | +19.7% | +29.7% |
| 3Y | +146.0% | +239.1% | -93.0% | +78.9% |
| 5Y | +164.1% | +266.8% | -102.7% | +83.7% |
| 10Y | +238.8% | +246.0% | -7.2% | +124.0% |
| All | +843.8% | +99.3% | +744.4% | +565.2% |
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 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