+69.9%
PR vs SAN
+243.2%
-173.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.8% |
| 7D | -16.5% | +3.5% | -20.0% | -16.9% |
| 30D | -4.5% | -13.2% | +8.7% | -2.8% |
| 3M | +8.5% | -16.9% | +25.5% | +11.1% |
| 6M | -3.3% | +2.3% | -5.7% | -5.0% |
| YTD | +55.7% | +4.9% | +50.8% | +49.7% |
| 1Y | +82.0% | +20.4% | +61.6% | +66.2% |
| All | +69.9% | +243.2% | -173.3% | +8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling