+49.1%
PPL vs SAN
+272.3%
-223.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.8% |
| 7D | +1.0% | +3.5% | -2.4% | +0.6% |
| 30D | +6.8% | -13.2% | +20.0% | +8.6% |
| 3M | +3.9% | -16.9% | +20.8% | +6.1% |
| 6M | -2.0% | +2.3% | -4.4% | -2.8% |
| YTD | +5.3% | +4.9% | +0.3% | +3.6% |
| 1Y | +2.2% | +20.4% | -18.3% | -1.6% |
| 3Y | +56.7% | +243.2% | -186.5% | +25.4% |
| 5Y | +49.1% | +275.3% | -226.2% | +16.0% |
| All | +49.1% | +272.3% | -223.3% | +16.0% |
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