+85.0%
PR vs SCCO
+193.6%
-108.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | +2.9% | -5.3% | +8.2% | +4.0% |
| 30D | +18.0% | +2.7% | +15.4% | +17.2% |
| 3M | +16.9% | +4.2% | +12.7% | +15.1% |
| 6M | +28.2% | -0.6% | +28.8% | +27.0% |
| YTD | +69.3% | +45.0% | +24.4% | +44.4% |
| 1Y | +69.5% | +109.3% | -39.8% | +23.4% |
| All | +85.0% | +193.6% | -108.6% | +12.2% |
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