+3,553.7%
PNR vs SAN
+2,106.1%
+1,447.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.2% | -2.5% |
| 7D | -3.0% | +3.3% | -6.4% | -4.1% |
| 30D | -14.9% | +1.1% | -16.0% | -15.2% |
| 3M | -19.0% | +22.2% | -41.2% | -24.4% |
| 6M | -35.9% | +36.0% | -71.9% | -42.3% |
| YTD | -43.1% | +28.2% | -71.4% | -48.0% |
| 1Y | -46.4% | +54.1% | -100.5% | -53.9% |
| 3Y | -10.8% | +354.2% | -365.1% | -46.7% |
| 5Y | -18.9% | +387.3% | -406.1% | -53.9% |
| 10Y | +64.4% | +334.8% | -270.4% | -8.1% |
| All | +3,553.7% | +2,106.1% | +1,447.7% | +1,613.2% |
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