+48.6%
PCOR vs SCCO
+169.0%
-120.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.9% |
| 7D | +3.0% | -1.9% | +4.9% | +3.3% |
| 30D | +38.7% | -17.4% | +56.1% | +42.6% |
| 3M | +24.9% | -11.7% | +36.5% | +26.5% |
| 6M | +68.8% | -12.1% | +80.9% | +70.2% |
| YTD | +6.7% | +20.9% | -14.2% | -8.5% |
| 1Y | +3.0% | +31.3% | -28.3% | -14.8% |
| 3Y | +48.6% | +170.3% | -121.7% | -12.6% |
| All | +48.6% | +169.0% | -120.4% | -12.6% |
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 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