+48.8%
PFE vs SCCO
+682.0%
-633.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.5% |
| 7D | -1.7% | -1.9% | +0.2% | -1.5% |
| 30D | +0.3% | -17.4% | +17.8% | +2.5% |
| 3M | +9.4% | -11.7% | +21.0% | +10.6% |
| 6M | +14.9% | -12.1% | +27.0% | +15.6% |
| YTD | +23.8% | +20.9% | +2.9% | +17.9% |
| 1Y | +19.5% | +31.3% | -11.8% | +12.4% |
| 3Y | +21.0% | +170.3% | -149.3% | -0.5% |
| 5Y | -23.9% | +240.8% | -264.7% | -41.3% |
| All | +48.8% | +682.0% | -633.2% | -5.6% |
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 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