+272.7%
PNC vs SCCO
+1,104.1%
-831.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.6% |
| 7D | -0.6% | -2.7% | +2.1% | +0.1% |
| 30D | -4.4% | -0.7% | -3.7% | -4.8% |
| 3M | +5.2% | +8.1% | -2.9% | +1.1% |
| 6M | +20.6% | +4.1% | +16.5% | +15.5% |
| YTD | +19.8% | +41.1% | -21.4% | +0.6% |
| 1Y | +24.4% | +95.6% | -71.1% | -8.6% |
| 3Y | +131.2% | +179.3% | -48.0% | +38.7% |
| 5Y | +53.1% | +308.3% | -255.2% | -26.1% |
| All | +272.7% | +1,104.1% | -831.4% | +3.9% |
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