+117.6%
PCAR vs SAN
+306.1%
-188.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.1% | +2.6% |
| 7D | +2.2% | +3.4% | -1.2% | +1.2% |
| 30D | +0.3% | -6.3% | +6.6% | +2.1% |
| 3M | -17.9% | -14.1% | -3.8% | -14.5% |
| 6M | -3.4% | +4.2% | -7.6% | -4.9% |
| YTD | -0.1% | +9.0% | -9.1% | -3.7% |
| 1Y | +13.4% | +18.8% | -5.4% | +6.7% |
| 3Y | +37.2% | +252.0% | -214.8% | -8.1% |
| All | +117.6% | +306.1% | -188.5% | +36.9% |
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