+32.5%
PFE vs SCCO
+1,108.1%
-1,075.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.2% | +6.8% | +0.5% |
| 7D | -4.0% | -2.7% | -1.3% | -3.7% |
| 30D | +3.9% | -0.2% | +4.0% | +3.7% |
| 3M | +9.9% | +17.8% | -7.9% | +7.0% |
| 6M | +5.3% | +2.3% | +3.0% | +3.9% |
| YTD | +16.8% | +41.6% | -24.8% | +9.0% |
| 1Y | +20.4% | +101.9% | -81.5% | +6.2% |
| 3Y | -2.1% | +186.2% | -188.3% | -20.3% |
| 5Y | -21.0% | +309.7% | -330.7% | -41.3% |
| All | +32.5% | +1,108.1% | -1,075.6% | -31.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling