+82.2%
PR vs SCCO
+701.7%
-619.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.5% | +4.6% | +3.2% |
| 7D | +6.7% | +1.7% | +5.0% | +5.7% |
| 30D | -6.1% | -18.1% | +12.0% | +2.1% |
| 3M | +6.9% | -12.8% | +19.7% | +11.6% |
| 6M | +14.6% | -8.5% | +23.1% | +13.7% |
| YTD | +66.1% | +23.9% | +42.2% | +31.8% |
| 1Y | +77.0% | +30.0% | +47.0% | +36.0% |
| 3Y | +93.8% | +175.2% | -81.4% | -12.3% |
| 5Y | +268.2% | +249.4% | +18.9% | +37.3% |
| All | +82.2% | +701.7% | -619.4% | -52.7% |
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