-9.3%
PCOR vs SAN
+294.0%
-303.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | +3.0% | +4.0% | -1.0% | +1.4% |
| 30D | +38.7% | -7.8% | +46.5% | +42.8% |
| 3M | +24.9% | -16.4% | +41.2% | +33.0% |
| 6M | +68.8% | +3.5% | +65.2% | +64.7% |
| YTD | +6.7% | +6.7% | 0.0% | +1.3% |
| 1Y | +3.0% | +14.5% | -11.5% | -5.3% |
| 3Y | +48.6% | +243.5% | -194.9% | -15.9% |
| All | -9.3% | +294.0% | -303.3% | -54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling