+223.9%
PR vs SAN
+272.3%
-48.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.7% |
| 7D | -16.5% | +3.5% | -20.0% | -17.6% |
| 30D | -4.5% | -13.2% | +8.7% | -0.8% |
| 3M | +8.5% | -16.9% | +25.5% | +14.0% |
| 6M | -3.3% | +2.3% | -5.7% | -6.1% |
| YTD | +55.7% | +4.9% | +50.8% | +46.7% |
| 1Y | +82.0% | +20.4% | +61.6% | +61.4% |
| 3Y | +62.5% | +243.2% | -180.8% | -10.9% |
| 5Y | +223.9% | +275.3% | -51.4% | +89.5% |
| All | +223.9% | +272.3% | -48.4% | +89.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling