+285.9%
PCAR vs SCCO
+701.7%
-415.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.9% | -0.9% |
| 7D | +2.1% | +1.7% | +0.4% | +1.6% |
| 30D | -1.2% | -18.1% | +16.9% | +4.2% |
| 3M | -18.6% | -12.8% | -5.8% | -16.2% |
| 6M | -5.1% | -8.5% | +3.4% | -4.5% |
| YTD | -1.8% | +23.9% | -25.7% | -11.4% |
| 1Y | +10.6% | +30.0% | -19.3% | -1.8% |
| 3Y | +34.9% | +175.2% | -140.3% | -11.1% |
| 5Y | +114.0% | +249.4% | -135.4% | +23.6% |
| All | +285.9% | +701.7% | -415.8% | +47.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling