+221.7%
PR vs SAN
+267.8%
-46.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.2% | +2.6% |
| 7D | -16.4% | +4.9% | -21.3% | -17.8% |
| 30D | -1.9% | -13.0% | +11.1% | +1.8% |
| 3M | +8.0% | -18.9% | +26.8% | +14.1% |
| 6M | +4.1% | -4.1% | +8.2% | +3.4% |
| YTD | +58.7% | +2.6% | +56.1% | +50.5% |
| 1Y | +75.8% | +16.9% | +58.9% | +57.2% |
| 3Y | +73.2% | +239.1% | -165.9% | -5.1% |
| All | +221.7% | +267.8% | -46.1% | +90.7% |
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