-20.1%
PCOR vs SCCO
+264.5%
-284.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.6% |
| 7D | +22.7% | -4.8% | +27.6% | +24.2% |
| 30D | +37.5% | -15.8% | +53.2% | +42.8% |
| 3M | +35.2% | -10.9% | +46.1% | +37.7% |
| 6M | +42.2% | -5.1% | +47.3% | +40.6% |
| YTD | +3.6% | +23.2% | -19.7% | -12.3% |
| 1Y | -4.8% | +30.7% | -35.5% | -21.5% |
| 3Y | +48.3% | +164.1% | -115.7% | -13.3% |
| All | -20.1% | +264.5% | -284.6% | -59.5% |
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