-34.1%
PCOR vs SCCO
+266.3%
-300.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.2% |
| 7D | -9.0% | -5.3% | -3.7% | -7.7% |
| 30D | +4.2% | +2.7% | +1.5% | +3.2% |
| 3M | +14.4% | +4.2% | +10.2% | +12.0% |
| 6M | +0.2% | -0.6% | +0.8% | -1.8% |
| YTD | -20.3% | +45.0% | -65.2% | -34.3% |
| 1Y | -16.1% | +109.3% | -125.4% | -40.9% |
| 3Y | -14.7% | +180.8% | -195.5% | -48.6% |
| 5Y | -43.2% | +314.3% | -357.4% | -71.2% |
| All | -34.1% | +266.3% | -300.4% | -65.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling