-76.5%
PCG vs SCCO
+701.7%
-778.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.6% | -0.4% |
| 7D | -2.0% | +1.7% | -3.7% | -2.4% |
| 30D | -2.7% | -18.1% | +15.4% | +1.5% |
| 3M | -25.1% | -12.8% | -12.2% | -23.3% |
| 6M | -22.3% | -8.5% | -13.8% | -22.0% |
| YTD | -18.5% | +23.9% | -42.4% | -25.7% |
| 1Y | -21.8% | +30.0% | -51.8% | -29.8% |
| 3Y | -21.0% | +175.2% | -196.2% | -45.2% |
| 5Y | +8.1% | +249.4% | -241.3% | -33.4% |
| All | -76.5% | +701.7% | -778.2% | -89.0% |
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 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