+5.8%
PSA vs SAN
+53.7%
-47.9%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.1% |
| 7D | -2.2% | -0.5% | -1.8% | -2.2% |
| 30D | -9.6% | -0.1% | -9.5% | -9.5% |
| 3M | -7.9% | +19.6% | -27.5% | -10.6% |
| 6M | -2.0% | +32.7% | -34.7% | -6.6% |
| YTD | +15.7% | +26.7% | -10.9% | +8.9% |
| 1Y | +5.8% | +51.6% | -45.9% | -3.0% |
| All | +5.8% | +53.7% | -47.9% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling