-75.3%
PCG vs SCCO
+1,159.3%
-1,234.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -4.3% |
| 7D | +6.5% | +2.4% | +4.0% | +5.9% |
| 30D | -16.7% | +6.4% | -23.1% | -18.1% |
| 3M | -14.2% | +21.6% | -35.7% | -18.5% |
| 6M | -21.5% | +13.4% | -34.9% | -25.0% |
| YTD | -11.2% | +52.6% | -63.8% | -22.2% |
| 1Y | -4.2% | +122.4% | -126.6% | -24.4% |
| 3Y | -14.9% | +208.5% | -223.3% | -41.3% |
| 5Y | +54.2% | +353.9% | -299.7% | -9.4% |
| 10Y | -75.3% | +1,187.3% | -1,262.6% | -89.5% |
| All | -75.3% | +1,159.3% | -1,234.7% | -89.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling