+18.8%
PGR vs SCCO
+34.4%
-15.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | -1.6% |
| 7D | +1.3% | -12.9% | +14.2% | -0.6% |
| 30D | +10.0% | -18.2% | +28.2% | +7.0% |
| 3M | +9.6% | -13.7% | +23.3% | +7.8% |
| 6M | +18.0% | +0.9% | +17.1% | +18.9% |
| YTD | +9.0% | +21.8% | -12.8% | +10.8% |
| 1Y | +18.8% | +30.5% | -11.7% | +22.0% |
| All | +18.8% | +34.4% | -15.6% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling