-14.8%
PNR vs SCCO
+177.0%
-191.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.2% |
| 7D | -6.0% | -2.7% | -3.4% | -5.6% |
| 30D | -14.0% | -0.7% | -13.3% | -14.2% |
| 3M | -21.7% | +8.1% | -29.8% | -23.6% |
| 6M | -37.3% | +4.1% | -41.4% | -38.8% |
| YTD | -45.1% | +41.1% | -86.3% | -51.6% |
| 1Y | -49.1% | +95.6% | -144.7% | -59.5% |
| 3Y | -14.8% | +179.3% | -194.1% | -43.8% |
| All | -14.8% | +177.0% | -191.9% | -43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling