+73.2%
PR vs SCCO
+162.8%
-89.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.7% |
| 7D | -16.4% | -4.8% | -11.6% | -15.6% |
| 30D | -1.9% | -15.8% | +13.9% | +1.2% |
| 3M | +8.0% | -10.9% | +18.9% | +9.6% |
| 6M | +4.1% | -5.1% | +9.2% | +3.2% |
| YTD | +58.7% | +23.2% | +35.5% | +38.8% |
| 1Y | +75.8% | +30.7% | +45.1% | +49.9% |
| 3Y | +73.2% | +164.1% | -90.9% | +6.6% |
| All | +73.2% | +162.8% | -89.6% | +6.6% |
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