+132.2%
PSX vs SAN
+235.5%
-103.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.3% |
| 7D | -13.1% | +4.9% | -18.0% | -13.6% |
| 30D | -9.5% | -13.0% | +3.5% | -8.1% |
| 3M | +20.2% | -18.9% | +39.1% | +23.1% |
| 6M | +44.9% | -4.1% | +49.0% | +44.3% |
| YTD | +94.4% | +2.6% | +91.8% | +88.0% |
| 1Y | +83.1% | +16.9% | +66.1% | +69.4% |
| 3Y | +132.2% | +239.1% | -106.9% | +64.7% |
| All | +132.2% | +235.5% | -103.3% | +64.7% |
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 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