+24.5%
PSA vs SAN
+356.8%
-332.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | -0.1% |
| 7D | -0.4% | +3.3% | -3.8% | -1.0% |
| 30D | -8.2% | +1.1% | -9.2% | -8.3% |
| 3M | -2.1% | +22.2% | -24.4% | -5.9% |
| 6M | -0.2% | +36.0% | -36.2% | -6.0% |
| YTD | +18.5% | +28.2% | -9.7% | +12.0% |
| 1Y | +6.6% | +54.1% | -47.6% | -2.9% |
| 3Y | +24.5% | +354.2% | -329.8% | -14.0% |
| All | +24.5% | +356.8% | -332.3% | -14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling