-13.1%
PCOR vs SCCO
+227.7%
-240.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.2% | -3.7% | +0.2% |
| 7D | +22.2% | -0.9% | +23.1% | +22.4% |
| 30D | +36.0% | -15.0% | +51.0% | +41.1% |
| 3M | +34.0% | -9.1% | +43.1% | +35.9% |
| 6M | +43.5% | -0.9% | +44.4% | +40.4% |
| YTD | +5.1% | +29.7% | -24.6% | -11.6% |
| 1Y | -3.9% | +38.2% | -42.1% | -21.4% |
| 3Y | +52.9% | +191.5% | -138.6% | -11.1% |
| 5Y | -18.7% | +281.7% | -300.4% | -58.0% |
| All | -13.1% | +227.7% | -240.8% | -53.9% |
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