+61.8%
PCAR vs SCCO
+210.1%
-148.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.9% | -6.7% | -2.7% |
| 7D | 0.0% | +3.4% | -3.4% | -0.7% |
| 30D | -7.7% | +6.6% | -14.3% | -9.1% |
| 3M | +3.7% | +24.5% | -20.8% | -1.2% |
| 6M | +2.3% | +16.5% | -14.2% | -1.9% |
| YTD | +12.8% | +52.1% | -39.3% | +2.2% |
| 1Y | +27.8% | +114.2% | -86.4% | +8.1% |
| 3Y | +61.8% | +207.4% | -145.6% | +22.1% |
| All | +61.8% | +210.1% | -148.3% | +22.1% |
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 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