+30.0%
PSA vs SAN
+294.6%
-264.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.1% | -5.9% | -0.8% |
| 7D | +1.5% | +8.7% | -7.3% | 0.0% |
| 30D | +16.7% | -6.5% | +23.1% | +17.8% |
| 3M | +4.0% | -14.2% | +18.2% | +6.5% |
| 6M | +10.9% | +2.7% | +8.1% | +9.8% |
| YTD | +34.2% | +8.9% | +25.4% | +30.8% |
| 1Y | +26.6% | +23.4% | +3.3% | +20.7% |
| 3Y | +54.7% | +257.9% | -203.2% | +21.0% |
| 5Y | +30.0% | +297.8% | -267.7% | +1.4% |
| All | +30.0% | +294.6% | -264.5% | +1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling