-11.9%
PCOR vs SAN
+271.1%
-283.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.9% |
| 7D | +2.5% | +3.4% | -0.9% | +1.2% |
| 30D | +37.9% | -6.3% | +44.2% | +40.9% |
| 3M | +32.0% | -14.1% | +46.1% | +38.9% |
| 6M | +54.7% | +4.2% | +50.6% | +50.9% |
| YTD | +6.6% | +9.0% | -2.5% | +0.6% |
| 1Y | -1.7% | +18.8% | -20.4% | -10.6% |
| 3Y | +49.0% | +252.0% | -203.1% | -14.0% |
| 5Y | -12.5% | +299.5% | -312.0% | -55.9% |
| All | -11.9% | +271.1% | -283.0% | -58.0% |
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 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