+163.9%
PCAR vs SCCO
+355.0%
-191.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -0.2% | +2.4% | -2.7% | -0.8% |
| 30D | -6.9% | +6.4% | -13.3% | -8.3% |
| 3M | +2.1% | +21.6% | -19.5% | -2.5% |
| 6M | +1.6% | +13.4% | -11.8% | -2.3% |
| YTD | +12.2% | +52.6% | -40.4% | +0.9% |
| 1Y | +28.0% | +122.4% | -94.3% | +5.9% |
| 3Y | +61.0% | +208.5% | -147.5% | +19.5% |
| 5Y | +163.9% | +353.9% | -190.0% | +70.3% |
| All | +163.9% | +355.0% | -191.0% | +70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling