-19.6%
PCG vs SAN
+21.7%
-41.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.1% | -4.8% | +0.9% |
| 7D | -1.1% | +8.7% | -9.8% | -1.6% |
| 30D | +0.1% | -6.5% | +6.6% | +0.4% |
| 3M | -24.4% | -14.2% | -10.2% | -23.7% |
| 6M | -17.7% | +2.7% | -20.4% | -17.9% |
| YTD | -17.4% | +8.9% | -26.3% | -19.8% |
| All | -19.6% | +21.7% | -41.4% | -22.2% |
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 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