+169.5%
PR vs SAN
+363.0%
-193.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.2% |
| 7D | +2.9% | +1.8% | +1.1% | +1.9% |
| 30D | +18.0% | +2.0% | +16.1% | +16.7% |
| 3M | +16.9% | +19.7% | -2.9% | +5.2% |
| 6M | +28.2% | +30.6% | -2.4% | +7.5% |
| YTD | +69.3% | +28.8% | +40.5% | +41.1% |
| 1Y | +69.5% | +57.8% | +11.7% | +25.3% |
| 3Y | +81.7% | +338.1% | -256.4% | -29.0% |
| 5Y | +422.2% | +384.2% | +38.0% | +82.5% |
| 10Y | +110.4% | +353.1% | -242.8% | -17.7% |
| All | +169.5% | +363.0% | -193.5% | +4.8% |
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