+2,164.3%
PPL vs SAN
+1,705.1%
+459.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | +1.0% | +3.5% | -2.4% | +0.4% |
| 30D | +6.8% | -13.2% | +20.0% | +9.4% |
| 3M | +3.9% | -16.9% | +20.8% | +7.1% |
| 6M | -2.0% | +2.3% | -4.4% | -3.0% |
| YTD | +5.3% | +4.9% | +0.3% | +3.1% |
| 1Y | +2.2% | +20.4% | -18.3% | -2.5% |
| 3Y | +56.7% | +243.2% | -186.5% | +21.3% |
| 5Y | +49.1% | +275.3% | -226.2% | +11.0% |
| 10Y | +63.6% | +254.0% | -190.3% | +17.4% |
| All | +2,164.3% | +1,705.1% | +459.2% | +1,218.8% |
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 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