+15,875.7%
PSA vs SAN
+1,772.7%
+14,103.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.1% | -5.9% | -1.3% |
| 7D | +1.5% | +8.7% | -7.3% | -0.7% |
| 30D | +16.7% | -6.5% | +23.1% | +18.3% |
| 3M | +4.0% | -14.2% | +18.2% | +7.7% |
| 6M | +10.9% | +2.7% | +8.1% | +9.3% |
| YTD | +34.2% | +8.9% | +25.4% | +29.6% |
| 1Y | +26.6% | +23.4% | +3.3% | +18.4% |
| 3Y | +54.7% | +257.9% | -203.2% | +8.9% |
| 5Y | +30.0% | +297.8% | -267.7% | -13.6% |
| 10Y | +132.7% | +259.6% | -126.9% | +44.6% |
| All | +15,875.7% | +1,772.7% | +14,103.0% | +7,337.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling