+10,247.0%
PCAR vs SCCO
+29,410.7%
-19,163.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +1.2% |
| 7D | +3.8% | -1.8% | +5.6% | +4.3% |
| 30D | -2.0% | -17.8% | +15.8% | +4.1% |
| 3M | -19.1% | -12.5% | -6.6% | -16.5% |
| 6M | -6.8% | -4.1% | -2.7% | -7.7% |
| YTD | -2.5% | +25.5% | -28.0% | -13.3% |
| 1Y | +9.7% | +31.0% | -21.3% | -4.0% |
| 3Y | +34.0% | +178.7% | -144.8% | -13.8% |
| 5Y | +113.3% | +279.7% | -166.3% | +18.5% |
| 10Y | +278.2% | +691.4% | -413.2% | +52.7% |
| All | +10,247.0% | +29,410.7% | -19,163.7% | +1,441.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling