-13.3%
PCOR vs SAN
+273.5%
-286.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | +20.7% | +10.8% | +10.0% | +16.4% |
| 30D | +35.7% | -5.7% | +41.4% | +38.4% |
| 3M | +31.1% | -13.4% | +44.5% | +37.6% |
| 6M | +43.1% | +3.5% | +39.6% | +39.9% |
| YTD | +4.8% | +9.7% | -4.9% | -1.3% |
| 1Y | -3.7% | +20.9% | -24.5% | -13.0% |
| 3Y | +46.5% | +254.3% | -207.7% | -15.6% |
| 5Y | -17.3% | +304.2% | -321.5% | -58.4% |
| All | -13.3% | +273.5% | -286.9% | -58.8% |
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