+811.9%
PGR vs SCCO
+1,104.1%
-292.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -0.6% | -2.7% | +2.0% | -0.4% |
| 30D | +4.9% | -0.7% | +5.7% | +4.8% |
| 3M | +7.6% | +8.1% | -0.4% | +6.2% |
| 6M | +8.3% | +4.1% | +4.1% | +6.6% |
| YTD | +1.7% | +41.1% | -39.4% | -4.9% |
| 1Y | -6.8% | +95.6% | -102.4% | -17.7% |
| 3Y | +73.4% | +179.3% | -105.8% | +39.1% |
| 5Y | +161.2% | +308.3% | -147.1% | +87.2% |
| All | +811.9% | +1,104.1% | -292.2% | +393.7% |
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