-76.4%
PCG vs SAN
+275.0%
-351.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -0.8% |
| 7D | -2.2% | +3.4% | -5.6% | -3.2% |
| 30D | -0.5% | -6.3% | +5.8% | +1.1% |
| 3M | -24.0% | -14.1% | -9.9% | -21.0% |
| 6M | -18.6% | +4.2% | -22.8% | -20.4% |
| YTD | -17.7% | +9.0% | -26.7% | -21.4% |
| 1Y | -20.0% | +18.8% | -38.8% | -25.6% |
| 3Y | -20.2% | +252.0% | -272.3% | -48.2% |
| 5Y | +8.4% | +299.5% | -291.1% | -35.1% |
| 10Y | -76.4% | +276.7% | -353.0% | -86.5% |
| All | -76.4% | +275.0% | -351.4% | -86.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling