-31.8%
PNR vs SAN
+23.5%
-55.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +6.4% | -3.1% | +1.5% |
| 7D | +11.9% | +4.5% | +7.4% | +10.4% |
| 30D | +37.1% | -12.1% | +49.2% | +42.0% |
| 3M | +5.7% | -15.6% | +21.2% | +10.7% |
| 6M | -5.7% | +5.8% | -11.5% | -9.8% |
| YTD | -29.8% | +5.5% | -35.3% | -33.0% |
| 1Y | -31.8% | +23.6% | -55.4% | -39.9% |
| All | -31.8% | +23.5% | -55.3% | -39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling