+1,067.6%
PSX vs SAN
+264.1%
+803.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.3% |
| 7D | -13.1% | +4.9% | -18.0% | -14.9% |
| 30D | -9.5% | -13.0% | +3.5% | -5.1% |
| 3M | +20.2% | -18.9% | +39.1% | +29.0% |
| 6M | +44.9% | -4.1% | +49.0% | +44.2% |
| YTD | +94.4% | +2.6% | +91.8% | +83.8% |
| 1Y | +83.1% | +16.9% | +66.1% | +63.4% |
| 3Y | +132.2% | +239.1% | -106.9% | +27.5% |
| 5Y | +278.8% | +266.8% | +12.0% | +91.0% |
| 10Y | +354.2% | +246.0% | +108.1% | +114.3% |
| All | +1,067.6% | +264.1% | +803.5% | +419.2% |
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