+15,068.3%
PCAR vs SAN
+2,116.5%
+12,951.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.5% |
| 7D | -0.5% | +1.8% | -2.3% | -1.2% |
| 30D | -6.2% | +2.0% | -8.2% | -7.0% |
| 3M | +5.9% | +19.7% | -13.8% | -1.7% |
| 6M | +0.4% | +30.6% | -30.2% | -10.4% |
| YTD | +14.8% | +28.8% | -14.0% | +2.2% |
| 1Y | +30.1% | +57.8% | -27.7% | +6.4% |
| 3Y | +66.7% | +338.1% | -271.5% | -12.8% |
| 5Y | +166.1% | +384.2% | -218.1% | +27.9% |
| 10Y | +353.7% | +353.1% | +0.5% | +103.2% |
| All | +15,068.3% | +2,116.5% | +12,951.8% | +3,572.7% |
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