-4.8%
PCOR vs SAN
+16.7%
-21.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.9% | +0.1% |
| 7D | +22.7% | +4.9% | +17.8% | +21.8% |
| 30D | +37.5% | -13.0% | +50.5% | +39.5% |
| 3M | +35.2% | -18.9% | +54.1% | +38.3% |
| 6M | +42.2% | -4.1% | +46.4% | +42.4% |
| YTD | +3.6% | +2.6% | +1.0% | +4.4% |
| 1Y | -4.8% | +16.9% | -21.7% | -8.9% |
| All | -4.8% | +16.7% | -21.5% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling