-34.1%
PCOR vs SAN
+338.6%
-372.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.3% |
| 3M | +14.4% | +19.7% | -5.3% | +6.6% |
| 6M | +0.2% | +30.6% | -30.5% | -10.7% |
| YTD | -20.3% | +28.8% | -49.1% | -28.9% |
| 1Y | -16.1% | +57.8% | -73.9% | -31.6% |
| 3Y | -14.7% | +338.1% | -352.8% | -54.7% |
| 5Y | -43.2% | +384.2% | -427.4% | -73.3% |
| All | -34.1% | +338.6% | -372.6% | -70.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling