-76.0%
PCG vs SAN
+347.3%
-423.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.7% |
| 7D | -13.9% | +1.8% | -15.6% | -14.3% |
| 30D | -16.9% | +2.0% | -18.8% | -17.4% |
| 3M | -14.7% | +19.7% | -34.5% | -19.3% |
| 6M | -23.8% | +30.6% | -54.5% | -30.0% |
| YTD | -10.5% | +28.8% | -39.3% | -18.1% |
| 1Y | -5.1% | +57.8% | -62.9% | -18.5% |
| 3Y | -11.6% | +338.1% | -349.7% | -45.7% |
| 5Y | +59.0% | +384.2% | -325.2% | -9.3% |
| All | -76.0% | +347.3% | -423.2% | -87.2% |
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