+386.6%
PSX vs SAN
+329.5%
+57.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.1% |
| 7D | +1.8% | -0.5% | +2.3% | +2.0% |
| 30D | +21.6% | -0.1% | +21.7% | +21.5% |
| 3M | +46.5% | +19.6% | +26.8% | +34.5% |
| 6M | +62.0% | +32.7% | +29.3% | +39.6% |
| YTD | +106.3% | +26.7% | +79.6% | +79.1% |
| 1Y | +103.0% | +51.6% | +51.3% | +61.2% |
| 3Y | +135.5% | +348.7% | -213.2% | +6.4% |
| 5Y | +368.5% | +378.7% | -10.2% | +92.3% |
| 10Y | +386.6% | +336.9% | +49.6% | +84.3% |
| All | +386.6% | +329.5% | +57.0% | +84.3% |
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