+1,641.2%
PBR vs SCCO
+38,050.8%
-36,409.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.1% | +0.3% |
| 7D | +0.3% | +2.4% | -2.1% | -1.0% |
| 30D | +17.5% | +6.4% | +11.1% | +12.7% |
| 3M | +20.9% | +21.6% | -0.7% | +5.2% |
| 6M | +20.2% | +13.4% | +6.8% | +4.5% |
| YTD | +84.3% | +52.6% | +31.6% | +30.6% |
| 1Y | +77.1% | +122.4% | -45.3% | -1.9% |
| 3Y | +100.8% | +208.5% | -107.6% | -17.3% |
| 5Y | +556.1% | +353.9% | +202.2% | +98.4% |
| 10Y | +676.1% | +1,187.3% | -511.2% | +17.9% |
| All | +1,641.2% | +38,050.8% | -36,409.6% | +8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling