-13.3%
PCOR vs SCCO
+217.1%
-230.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +3.0% | +0.5% |
| 7D | +20.7% | -1.8% | +22.5% | +21.2% |
| 30D | +35.7% | -17.8% | +53.4% | +41.8% |
| 3M | +31.1% | -12.5% | +43.6% | +34.1% |
| 6M | +43.1% | -4.1% | +47.2% | +41.2% |
| YTD | +4.8% | +25.5% | -20.7% | -11.2% |
| 1Y | -3.7% | +31.0% | -34.6% | -19.9% |
| 3Y | +46.5% | +178.7% | -132.2% | -13.7% |
| 5Y | -17.3% | +279.7% | -297.0% | -57.3% |
| All | -13.3% | +217.1% | -230.5% | -53.7% |
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