+160.5%
PR vs SAN
+279.0%
-118.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +6.4% | -13.0% | -9.7% |
| 7D | -12.1% | +4.5% | -16.6% | -14.5% |
| 30D | +0.9% | -12.1% | +13.0% | +6.7% |
| 3M | +10.1% | -15.6% | +25.7% | +18.2% |
| 6M | +1.1% | +5.8% | -4.7% | -5.1% |
| YTD | +63.7% | +5.5% | +58.2% | +49.1% |
| 1Y | +87.0% | +23.6% | +63.4% | +55.1% |
| 3Y | +70.7% | +244.9% | -174.2% | -24.9% |
| 5Y | +246.8% | +282.2% | -35.4% | +35.5% |
| 10Y | +72.6% | +255.8% | -183.2% | -26.0% |
| All | +160.5% | +279.0% | -118.5% | +10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling