+415.3%
PR vs SAN
+381.6%
+33.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.3% |
| 7D | +2.9% | +1.8% | +1.1% | +2.3% |
| 30D | +18.0% | +2.0% | +16.1% | +17.2% |
| 3M | +16.9% | +19.7% | -2.9% | +9.1% |
| 6M | +28.2% | +30.6% | -2.4% | +14.0% |
| YTD | +69.3% | +28.8% | +40.5% | +49.9% |
| 1Y | +69.5% | +57.8% | +11.7% | +36.5% |
| 3Y | +81.7% | +338.1% | -256.4% | -11.2% |
| All | +415.3% | +381.6% | +33.7% | +127.5% |
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