-14.6%
PCOR vs SAN
+339.3%
-353.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -4.0% |
| 7D | -9.0% | +1.8% | -10.7% | -9.5% |
| 30D | +4.2% | +2.0% | +2.2% | +3.4% |
| 3M | +14.4% | +19.7% | -5.3% | +7.5% |
| 6M | +0.2% | +30.6% | -30.5% | -9.5% |
| YTD | -20.3% | +28.8% | -49.1% | -27.9% |
| 1Y | -16.1% | +57.8% | -73.9% | -30.7% |
| All | -14.6% | +339.3% | -353.9% | -47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling