-9.3%
PCOR vs SCCO
+243.3%
-252.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +1.1% |
| 7D | +3.0% | -1.9% | +4.9% | +3.5% |
| 30D | +38.7% | -17.4% | +56.1% | +44.8% |
| 3M | +24.9% | -11.7% | +36.5% | +27.5% |
| 6M | +68.8% | -12.1% | +80.9% | +70.5% |
| YTD | +6.7% | +20.9% | -14.2% | -9.5% |
| 1Y | +3.0% | +31.3% | -28.3% | -15.8% |
| 3Y | +48.6% | +170.3% | -121.7% | -15.1% |
| All | -9.3% | +243.3% | -252.5% | -54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling