+1,103.9%
PNR vs SCCO
+33,085.5%
-31,981.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.2% |
| 3M | -21.7% | +8.1% | -29.8% | -24.3% |
| 6M | -37.3% | +4.1% | -41.4% | -39.3% |
| YTD | -45.1% | +41.1% | -86.3% | -52.4% |
| 1Y | -49.1% | +95.6% | -144.7% | -60.4% |
| 3Y | -14.8% | +179.3% | -194.1% | -42.2% |
| 5Y | -21.0% | +308.3% | -329.3% | -53.6% |
| 10Y | +64.7% | +1,090.2% | -1,025.5% | -32.1% |
| All | +1,103.9% | +33,085.5% | -31,981.7% | +122.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling