+28.0%
PCAR vs SCCO
+113.5%
-85.4%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -0.2% | +2.4% | -2.7% | -0.7% |
| 30D | -6.9% | +6.4% | -13.3% | -8.2% |
| 3M | +2.1% | +21.6% | -19.5% | -2.3% |
| 6M | +1.6% | +13.4% | -11.8% | -2.7% |
| YTD | +12.2% | +52.6% | -40.4% | +3.2% |
| 1Y | +28.0% | +122.4% | -94.3% | +17.1% |
| All | +28.0% | +113.5% | -85.4% | +17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling