+28.2%
PR vs SAN
+31.9%
-3.7%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -2.0% |
| 7D | +2.9% | +1.8% | +1.1% | +3.8% |
| 30D | +18.0% | +2.0% | +16.1% | +19.2% |
| 3M | +16.9% | +19.7% | -2.9% | +27.7% |
| 6M | +28.2% | +30.6% | -2.4% | +47.9% |
| All | +28.2% | +31.9% | -3.7% | +47.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling