+98.5%
PNR vs SAN
+270.1%
-171.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | 0.0% |
| 7D | +0.3% | +4.0% | -3.7% | -1.3% |
| 30D | +31.7% | -7.8% | +39.5% | +35.5% |
| 3M | +2.6% | -16.4% | +19.0% | +9.3% |
| 6M | -6.4% | +3.5% | -9.9% | -8.8% |
| YTD | -33.4% | +6.7% | -40.1% | -36.4% |
| 1Y | -35.1% | +14.5% | -49.6% | -39.7% |
| 3Y | +17.1% | +243.5% | -226.4% | -32.0% |
| 5Y | -3.5% | +296.2% | -299.7% | -49.1% |
| All | +98.5% | +270.1% | -171.6% | +0.6% |
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