+152.6%
PR vs SCCO
+858.8%
-706.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.4% |
| 7D | -16.4% | -4.8% | -11.6% | -14.7% |
| 30D | -1.9% | -15.8% | +13.9% | +5.0% |
| 3M | +8.0% | -10.9% | +18.9% | +11.6% |
| 6M | +4.1% | -5.1% | +9.2% | +1.8% |
| YTD | +58.7% | +23.2% | +35.5% | +28.4% |
| 1Y | +75.8% | +30.7% | +45.1% | +37.3% |
| 3Y | +73.2% | +164.1% | -90.9% | -14.8% |
| 5Y | +230.1% | +271.3% | -41.2% | +28.8% |
| 10Y | +67.4% | +860.5% | -793.2% | -44.3% |
| All | +152.6% | +858.8% | -706.3% | -15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling