+63.3%
PNR vs SAN
+347.0%
-283.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.0% | -1.2% |
| 7D | -5.5% | -2.8% | -2.7% | -4.4% |
| 30D | -15.6% | -0.5% | -15.0% | -15.4% |
| 3M | -20.2% | +22.7% | -42.9% | -26.8% |
| 6M | -36.6% | +28.8% | -65.4% | -43.1% |
| YTD | -45.0% | +26.3% | -71.2% | -50.5% |
| 1Y | -47.4% | +48.8% | -96.3% | -55.8% |
| 3Y | -13.7% | +347.2% | -360.9% | -54.6% |
| 5Y | -20.8% | +383.8% | -404.6% | -61.3% |
| All | +63.3% | +347.0% | -283.7% | -24.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling