+542.7%
PBR vs SCCO
+303.5%
+239.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | +5.4% | -2.7% | +8.0% | +5.9% |
| 30D | +22.9% | -0.7% | +23.6% | +22.6% |
| 3M | +19.6% | +8.1% | +11.5% | +16.1% |
| 6M | +16.5% | +4.1% | +12.4% | +12.5% |
| YTD | +86.7% | +41.1% | +45.5% | +61.2% |
| 1Y | +74.7% | +95.6% | -20.8% | +33.7% |
| 3Y | +102.6% | +179.3% | -76.7% | +27.5% |
| All | +542.7% | +303.5% | +239.1% | +227.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling