+101.3%
PSA vs SAN
+329.5%
-228.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.2% |
| 7D | -2.2% | -0.5% | -1.8% | -2.2% |
| 30D | -9.6% | -0.1% | -9.5% | -9.6% |
| 3M | -7.9% | +19.6% | -27.5% | -10.3% |
| 6M | -2.0% | +32.7% | -34.7% | -6.0% |
| YTD | +15.7% | +26.7% | -10.9% | +11.4% |
| 1Y | +5.8% | +51.6% | -45.9% | -0.8% |
| 3Y | +21.6% | +348.7% | -327.2% | -2.2% |
| 5Y | +13.1% | +378.7% | -365.6% | -11.4% |
| 10Y | +101.3% | +336.9% | -235.7% | +45.2% |
| All | +101.3% | +329.5% | -228.3% | +45.2% |
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