-14.6%
PCOR vs SCCO
+182.2%
-196.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.2% |
| 7D | -9.0% | -5.3% | -3.7% | -8.1% |
| 30D | +4.2% | +2.7% | +1.5% | +3.5% |
| 3M | +14.4% | +4.2% | +10.2% | +13.0% |
| 6M | +0.2% | -0.6% | +0.8% | -0.5% |
| YTD | -20.3% | +45.0% | -65.2% | -33.2% |
| 1Y | -16.1% | +109.3% | -125.4% | -40.1% |
| All | -14.6% | +182.2% | -196.8% | -49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling