-21.3%
PFE vs SCCO
+353.4%
-374.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.9% | -7.3% | -2.7% |
| 7D | -2.7% | +3.4% | -6.1% | -2.9% |
| 30D | +3.8% | +6.6% | -2.8% | +3.3% |
| 3M | +10.4% | +24.5% | -14.1% | +8.4% |
| 6M | +6.3% | +16.5% | -10.2% | +4.6% |
| YTD | +17.4% | +52.1% | -34.8% | +12.4% |
| 1Y | +21.1% | +114.2% | -93.0% | +12.5% |
| 3Y | -1.6% | +207.4% | -209.0% | -12.4% |
| All | -21.3% | +353.4% | -374.8% | -31.8% |
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