-12.2%
PCOR vs SAN
+260.7%
-273.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +0.7% |
| 7D | +2.2% | +1.0% | +1.2% | +1.7% |
| 30D | +37.4% | -9.4% | +46.8% | +42.3% |
| 3M | +33.2% | -17.1% | +50.3% | +42.1% |
| 6M | +60.6% | +2.2% | +58.4% | +57.7% |
| YTD | +6.2% | +6.0% | +0.2% | +1.3% |
| 1Y | -1.1% | +12.7% | -13.8% | -8.1% |
| 3Y | +48.4% | +242.1% | -193.7% | -13.4% |
| 5Y | -13.1% | +293.6% | -306.7% | -55.8% |
| All | -12.2% | +260.7% | -273.0% | -57.7% |
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