+56.5%
PPL vs SAN
+258.9%
-202.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.1% | -6.4% | -0.7% |
| 7D | -1.2% | +8.7% | -9.9% | -1.8% |
| 30D | +4.2% | -6.5% | +10.7% | +4.7% |
| 3M | +1.5% | -14.2% | +15.7% | +2.6% |
| 6M | +1.0% | +2.7% | -1.7% | +0.6% |
| YTD | +4.4% | +8.9% | -4.5% | +3.0% |
| 1Y | +0.8% | +23.4% | -22.6% | -2.0% |
| 3Y | +56.5% | +257.9% | -201.5% | +28.9% |
| All | +56.5% | +258.9% | -202.4% | +28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling