+1,331.1%
PG vs SCCO
+33,085.5%
-31,754.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.6% |
| 7D | -0.8% | -2.7% | +1.9% | -0.6% |
| 30D | +0.8% | -0.7% | +1.5% | +0.7% |
| 3M | -1.3% | +8.1% | -9.4% | -2.5% |
| 6M | -3.8% | +4.1% | -7.9% | -5.1% |
| YTD | +3.6% | +41.1% | -37.5% | -1.5% |
| 1Y | -5.7% | +95.6% | -101.3% | -13.9% |
| 3Y | +1.6% | +179.3% | -177.7% | -12.5% |
| 5Y | +14.6% | +308.3% | -293.7% | -7.3% |
| 10Y | +121.2% | +1,090.2% | -969.1% | +52.1% |
| All | +1,331.1% | +33,085.5% | -31,754.4% | +607.0% |
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