+709.2%
PFE vs SCCO
+33,989.4%
-33,280.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.2% |
| 7D | +1.8% | -5.3% | +7.0% | +2.6% |
| 30D | +10.2% | +2.7% | +7.6% | +9.7% |
| 3M | +12.7% | +4.2% | +8.5% | +11.3% |
| 6M | +10.5% | -0.6% | +11.2% | +9.4% |
| YTD | +20.2% | +45.0% | -24.8% | +11.4% |
| 1Y | +24.1% | +109.3% | -85.2% | +8.2% |
| 3Y | -3.6% | +180.8% | -184.3% | -21.5% |
| 5Y | -20.9% | +314.3% | -335.1% | -40.8% |
| 10Y | +35.8% | +1,083.3% | -1,047.5% | -17.8% |
| All | +709.2% | +33,989.4% | -33,280.2% | +221.5% |
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 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