+94.9%
PR vs SCCO
+169.0%
-74.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.7% |
| 7D | +6.0% | -1.9% | +7.9% | +6.3% |
| 30D | -4.2% | -17.4% | +13.2% | -0.9% |
| 3M | +10.0% | -11.7% | +21.6% | +11.7% |
| 6M | +15.6% | -12.1% | +27.7% | +16.6% |
| YTD | +68.2% | +20.9% | +47.3% | +47.8% |
| 1Y | +79.2% | +31.3% | +47.9% | +52.3% |
| 3Y | +94.9% | +170.3% | -75.4% | +22.2% |
| All | +94.9% | +169.0% | -74.1% | +22.2% |
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