+61.8%
PCG vs SCCO
+339.1%
-277.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.9% | -1.3% | +2.9% |
| 7D | +5.4% | +3.4% | +2.0% | +4.9% |
| 30D | -15.1% | +6.6% | -21.7% | -16.1% |
| 3M | -9.8% | +24.5% | -34.3% | -13.1% |
| 6M | -18.0% | +16.5% | -34.5% | -20.7% |
| YTD | -7.2% | +52.1% | -59.4% | -15.3% |
| 1Y | +2.9% | +114.2% | -111.3% | -12.4% |
| 3Y | -11.1% | +207.4% | -218.5% | -32.5% |
| 5Y | +61.8% | +353.7% | -292.0% | +5.5% |
| All | +61.8% | +339.1% | -277.3% | +5.5% |
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 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