+134.5%
PSA vs SAN
+275.0%
-140.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.6% | 0.0% |
| 7D | -2.1% | +3.4% | -5.4% | -2.5% |
| 30D | +16.2% | -6.3% | +22.5% | +17.1% |
| 3M | +4.3% | -14.1% | +18.4% | +6.4% |
| 6M | +9.9% | +4.2% | +5.7% | +8.8% |
| YTD | +33.3% | +9.0% | +24.2% | +30.6% |
| 1Y | +25.8% | +18.8% | +7.1% | +21.9% |
| 3Y | +54.8% | +252.0% | -197.2% | +28.0% |
| 5Y | +27.5% | +299.5% | -271.9% | +2.0% |
| 10Y | +134.5% | +276.7% | -142.1% | +68.1% |
| All | +134.5% | +275.0% | -140.5% | +68.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling