+2.9%
PCG vs SAN
+55.7%
-52.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.7% |
| 7D | +5.4% | +3.3% | +2.1% | +5.2% |
| 30D | -15.1% | +1.1% | -16.2% | -15.2% |
| 3M | -9.8% | +22.2% | -32.0% | -11.2% |
| 6M | -18.0% | +36.0% | -54.0% | -20.3% |
| YTD | -7.2% | +28.2% | -35.5% | -10.7% |
| 1Y | +2.9% | +54.1% | -51.3% | -4.0% |
| All | +2.9% | +55.7% | -52.9% | -4.0% |
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