-23.7%
PPG vs SAN
+379.7%
-403.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.6% | -1.8% |
| 7D | -5.1% | -2.8% | -2.4% | -4.1% |
| 30D | -9.6% | -0.5% | -9.0% | -9.4% |
| 3M | -6.4% | +22.7% | -29.2% | -13.7% |
| 6M | +0.5% | +28.8% | -28.3% | -9.0% |
| YTD | +4.4% | +26.3% | -21.8% | -5.7% |
| 1Y | -0.9% | +48.8% | -49.7% | -16.4% |
| 3Y | -17.0% | +347.2% | -364.2% | -56.3% |
| 5Y | -23.7% | +383.8% | -407.4% | -63.8% |
| All | -23.7% | +379.7% | -403.4% | -63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling