+87.1%
PR vs SCCO
+1,146.4%
-1,059.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.9% | -3.7% | -1.0% |
| 7D | -0.6% | +3.4% | -4.0% | -2.2% |
| 30D | +17.4% | +6.6% | +10.8% | +13.4% |
| 3M | +21.8% | +24.5% | -2.7% | +7.5% |
| 6M | +27.6% | +16.5% | +11.1% | +12.2% |
| YTD | +71.4% | +52.1% | +19.3% | +26.8% |
| 1Y | +78.3% | +114.2% | -35.8% | +7.0% |
| 3Y | +85.5% | +207.4% | -121.9% | -15.4% |
| 5Y | +422.7% | +353.7% | +68.9% | +81.5% |
| 10Y | +87.1% | +1,144.5% | -1,057.4% | -45.8% |
| All | +87.1% | +1,146.4% | -1,059.3% | -45.8% |
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 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