-41.4%
PCOR vs SAN
+381.6%
-423.0%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -4.0% |
| 7D | -9.0% | +1.8% | -10.7% | -9.6% |
| 30D | +4.2% | +2.0% | +2.2% | +3.3% |
| 3M | +14.4% | +19.7% | -5.3% | +6.2% |
| 6M | +0.2% | +30.6% | -30.5% | -11.2% |
| YTD | -20.3% | +28.8% | -49.1% | -29.3% |
| 1Y | -16.1% | +57.8% | -73.9% | -32.3% |
| 3Y | -14.7% | +338.1% | -352.8% | -56.4% |
| All | -41.4% | +381.6% | -423.0% | -74.2% |
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