+62.8%
PNR vs SCCO
+1,104.1%
-1,041.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.2% |
| 7D | -6.0% | -2.7% | -3.4% | -5.4% |
| 30D | -14.0% | -0.7% | -13.3% | -14.3% |
| 3M | -21.7% | +8.1% | -29.8% | -24.7% |
| 6M | -37.3% | +4.1% | -41.4% | -39.7% |
| YTD | -45.1% | +41.1% | -86.3% | -54.0% |
| 1Y | -49.1% | +95.6% | -144.7% | -62.7% |
| 3Y | -14.8% | +179.3% | -194.1% | -48.4% |
| 5Y | -21.0% | +308.3% | -329.3% | -61.1% |
| All | +62.8% | +1,104.1% | -1,041.2% | -56.2% |
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 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