+78.7%
PR vs SAN
+275.0%
-196.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +3.1% |
| 7D | -0.5% | +3.4% | -3.9% | -2.4% |
| 30D | -4.6% | -6.3% | +1.7% | -2.3% |
| 3M | +4.7% | -14.1% | +18.8% | +11.8% |
| 6M | +12.4% | +4.2% | +8.3% | +6.0% |
| YTD | +62.9% | +9.0% | +53.8% | +44.0% |
| 1Y | +70.6% | +18.8% | +51.8% | +42.5% |
| 3Y | +90.0% | +252.0% | -162.0% | -24.2% |
| 5Y | +255.5% | +299.5% | -43.9% | +21.9% |
| 10Y | +78.7% | +276.7% | -197.9% | -20.4% |
| All | +78.7% | +275.0% | -196.3% | -20.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling