+48.9%
PCOR vs SAN
+243.2%
-194.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +23.7% | +3.5% | +20.2% | +22.4% |
| 30D | +39.0% | -13.2% | +52.2% | +45.5% |
| 3M | +35.8% | -16.9% | +52.7% | +43.9% |
| 6M | +38.2% | +2.3% | +35.9% | +35.5% |
| YTD | +3.9% | +4.9% | -1.0% | -0.4% |
| 1Y | +5.7% | +20.4% | -14.8% | -5.2% |
| All | +48.9% | +243.2% | -194.3% | -15.8% |
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 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