+12,081.5%
PCAR vs SCCO
+33,989.4%
-21,907.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.3% |
| 7D | -0.5% | -5.3% | +4.8% | +1.2% |
| 30D | -6.2% | +2.7% | -8.9% | -7.4% |
| 3M | +5.9% | +4.2% | +1.7% | +3.3% |
| 6M | +0.4% | -0.6% | +1.0% | -1.4% |
| YTD | +14.8% | +45.0% | -30.1% | -1.8% |
| 1Y | +30.1% | +109.3% | -79.2% | -2.5% |
| 3Y | +66.7% | +180.8% | -114.1% | +8.1% |
| 5Y | +166.1% | +314.3% | -148.1% | +44.6% |
| 10Y | +353.7% | +1,083.3% | -729.6% | +60.8% |
| All | +12,081.5% | +33,989.4% | -21,907.9% | +1,645.7% |
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