+1.1%
PR vs SAN
+3.8%
-2.7%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +6.4% | -13.0% | -4.2% |
| 7D | -12.1% | +4.5% | -16.6% | -10.3% |
| 30D | +0.9% | -12.1% | +13.0% | -2.1% |
| 3M | +10.1% | -15.6% | +25.7% | +5.8% |
| 6M | +1.1% | +5.8% | -4.7% | +7.3% |
| All | +1.1% | +3.8% | -2.7% | +7.3% |
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