-12.2%
PCOR vs SCCO
+213.1%
-225.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.2% | +0.2% |
| 7D | +2.2% | +1.7% | +0.4% | +1.7% |
| 30D | +37.4% | -18.1% | +55.5% | +43.8% |
| 3M | +33.2% | -12.8% | +46.0% | +36.4% |
| 6M | +60.6% | -8.5% | +69.1% | +60.5% |
| YTD | +6.2% | +23.9% | -17.7% | -9.8% |
| 1Y | -1.1% | +30.0% | -31.1% | -17.6% |
| 3Y | +48.4% | +175.2% | -126.8% | -12.4% |
| 5Y | -13.1% | +249.4% | -262.5% | -54.3% |
| All | -12.2% | +213.1% | -225.4% | -53.0% |
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