+11.7%
PCG vs SCCO
+35,670.2%
-35,658.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.9% | -1.3% | +2.9% |
| 7D | +5.4% | +3.4% | +2.0% | +4.8% |
| 30D | -15.1% | +6.6% | -21.7% | -16.1% |
| 3M | -9.8% | +24.5% | -34.3% | -13.3% |
| 6M | -18.0% | +16.5% | -34.5% | -20.8% |
| YTD | -7.2% | +52.1% | -59.4% | -14.7% |
| 1Y | +2.9% | +114.2% | -111.3% | -10.9% |
| 3Y | -11.1% | +207.4% | -218.5% | -28.7% |
| 5Y | +61.8% | +353.7% | -292.0% | +19.9% |
| 10Y | -75.2% | +1,144.5% | -1,219.7% | -84.5% |
| All | +11.7% | +35,670.2% | -35,658.5% | -53.6% |
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