+70.3%
PR vs SAN
+255.1%
-184.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.5% |
| 7D | -9.5% | +10.8% | -20.3% | -14.8% |
| 30D | -5.7% | -5.7% | +0.1% | -3.6% |
| 3M | +3.0% | -13.4% | +16.4% | +9.5% |
| 6M | +11.8% | +3.5% | +8.3% | +5.8% |
| YTD | +58.5% | +9.7% | +48.7% | +39.7% |
| 1Y | +69.9% | +20.9% | +49.0% | +40.5% |
| 3Y | +84.9% | +254.3% | -169.4% | -26.4% |
| 5Y | +246.4% | +304.2% | -57.8% | +18.0% |
| 10Y | +70.3% | +260.2% | -189.9% | -28.0% |
| All | +70.3% | +255.1% | -184.8% | -28.0% |
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 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