-16.0%
PCG vs SAN
+23.5%
-39.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.4% | -5.6% | +0.4% |
| 7D | +1.9% | +4.5% | -2.6% | +1.6% |
| 30D | +8.5% | -12.1% | +20.6% | +9.3% |
| 3M | -22.9% | -15.6% | -7.3% | -22.0% |
| 6M | -16.8% | +5.8% | -22.6% | -17.4% |
| YTD | -15.8% | +5.5% | -21.2% | -18.0% |
| 1Y | -16.0% | +23.6% | -39.6% | -19.3% |
| All | -16.0% | +23.5% | -39.5% | -19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling