-44.6%
PNR vs SCCO
+105.9%
-150.6%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -2.4% | -5.3% | +2.9% | -1.8% |
| 30D | -12.8% | +0.9% | -13.7% | -13.0% |
| 3M | -17.0% | +2.4% | -19.4% | -17.7% |
| 6M | -37.4% | -2.4% | -35.1% | -39.0% |
| YTD | -41.6% | +42.4% | -84.1% | -45.9% |
| 1Y | -44.6% | +105.6% | -150.3% | -50.2% |
| All | -44.6% | +105.9% | -150.6% | -50.2% |
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