+34.0%
PCAR vs SCCO
+182.5%
-148.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.8% |
| 7D | +3.8% | -1.8% | +5.6% | +4.1% |
| 30D | -2.0% | -17.8% | +15.8% | +1.3% |
| 3M | -19.1% | -12.5% | -6.6% | -17.6% |
| 6M | -6.8% | -4.1% | -2.7% | -7.3% |
| YTD | -2.5% | +25.5% | -28.0% | -8.4% |
| 1Y | +9.7% | +31.0% | -21.3% | +2.2% |
| 3Y | +34.0% | +178.7% | -144.8% | +7.4% |
| All | +34.0% | +182.5% | -148.5% | +7.4% |
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