+102.6%
PBR vs SCCO
+177.0%
-74.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | +5.4% | -2.7% | +8.0% | +5.7% |
| 30D | +22.9% | -0.7% | +23.6% | +22.7% |
| 3M | +19.6% | +8.1% | +11.5% | +17.4% |
| 6M | +16.5% | +4.1% | +12.4% | +14.2% |
| YTD | +86.7% | +41.1% | +45.5% | +69.4% |
| 1Y | +74.7% | +95.6% | -20.8% | +45.4% |
| 3Y | +102.6% | +179.3% | -76.7% | +50.7% |
| All | +102.6% | +177.0% | -74.5% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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