-76.0%
PCG vs SAN
+270.1%
-346.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.0% |
| 7D | +2.2% | +4.0% | -1.8% | +1.0% |
| 30D | +0.8% | -7.8% | +8.6% | +2.8% |
| 3M | -23.8% | -16.4% | -7.4% | -20.2% |
| 6M | -19.6% | +3.5% | -23.1% | -21.2% |
| YTD | -16.7% | +6.7% | -23.4% | -20.0% |
| 1Y | -19.4% | +14.5% | -33.9% | -24.3% |
| 3Y | -18.3% | +243.5% | -261.8% | -46.6% |
| 5Y | +10.4% | +296.2% | -285.8% | -33.8% |
| All | -76.0% | +270.1% | -346.1% | -86.2% |
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 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