-0.9%
PPL vs SAN
+19.5%
-20.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -0.9% |
| 7D | -1.0% | +3.4% | -4.3% | -1.0% |
| 30D | +3.0% | -6.3% | +9.3% | +3.0% |
| 3M | +1.1% | -14.1% | +15.2% | +1.2% |
| 6M | -0.8% | +4.2% | -4.9% | -0.7% |
| YTD | +3.5% | +9.0% | -5.6% | +3.0% |
| 1Y | -0.9% | +18.8% | -19.7% | -0.9% |
| All | -0.9% | +19.5% | -20.4% | -0.9% |
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