+78.7%
PR vs SCCO
+681.3%
-602.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.4% | +2.2% |
| 7D | -0.5% | -2.4% | +1.9% | +0.5% |
| 30D | -4.6% | -16.5% | +11.8% | +2.8% |
| 3M | +4.7% | -10.4% | +15.0% | +8.0% |
| 6M | +12.4% | -2.8% | +15.2% | +8.4% |
| YTD | +62.9% | +27.2% | +35.7% | +27.7% |
| 1Y | +70.6% | +33.6% | +37.0% | +29.5% |
| 3Y | +90.0% | +182.4% | -92.4% | -15.0% |
| 5Y | +255.5% | +262.8% | -7.2% | +30.1% |
| 10Y | +78.7% | +724.4% | -645.6% | -54.4% |
| All | +78.7% | +681.3% | -602.5% | -54.4% |
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