-21.0%
PCG vs SAN
+235.5%
-256.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.3% | -1.6% |
| 7D | -1.6% | +4.9% | -6.5% | -2.4% |
| 30D | +1.4% | -13.0% | +14.4% | +3.6% |
| 3M | -23.4% | -18.9% | -4.5% | -20.8% |
| 6M | -19.4% | -4.1% | -15.2% | -19.3% |
| YTD | -18.5% | +2.6% | -21.1% | -20.3% |
| 1Y | -19.5% | +16.9% | -36.5% | -23.7% |
| 3Y | -21.0% | +239.1% | -260.0% | -43.5% |
| All | -21.0% | +235.5% | -256.5% | -43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling