+8.4%
PCG vs SAN
+300.6%
-292.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -0.9% |
| 7D | -2.2% | +3.4% | -5.6% | -2.9% |
| 30D | -0.5% | -6.3% | +5.8% | +0.7% |
| 3M | -24.0% | -14.1% | -9.9% | -21.7% |
| 6M | -18.6% | +4.2% | -22.8% | -19.9% |
| YTD | -17.7% | +9.0% | -26.7% | -20.6% |
| 1Y | -20.0% | +18.8% | -38.8% | -24.5% |
| 3Y | -20.2% | +252.0% | -272.3% | -43.5% |
| 5Y | +8.4% | +299.5% | -291.1% | -29.4% |
| All | +8.4% | +300.6% | -292.2% | -29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling