+70.6%
PR vs SAN
+19.5%
+51.0%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +2.6% |
| 7D | -0.5% | +3.4% | -3.9% | +0.4% |
| 30D | -4.6% | -6.3% | +1.7% | -5.4% |
| 3M | +4.7% | -14.1% | +18.8% | +1.9% |
| 6M | +12.4% | +4.2% | +8.3% | +15.1% |
| YTD | +62.9% | +9.0% | +53.8% | +66.7% |
| 1Y | +70.6% | +18.8% | +51.8% | +76.0% |
| All | +70.6% | +19.5% | +51.0% | +76.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling