+169.5%
PR vs SCCO
+1,028.1%
-858.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | +2.9% | -5.3% | +8.2% | +5.3% |
| 30D | +18.0% | +2.7% | +15.4% | +16.1% |
| 3M | +16.9% | +4.2% | +12.7% | +12.2% |
| 6M | +28.2% | -0.6% | +28.8% | +21.9% |
| YTD | +69.3% | +45.0% | +24.4% | +29.2% |
| 1Y | +69.5% | +109.3% | -39.8% | +4.0% |
| 3Y | +81.7% | +180.8% | -99.1% | -11.0% |
| 5Y | +422.2% | +314.3% | +108.0% | +97.1% |
| 10Y | +110.4% | +1,083.3% | -972.9% | -33.5% |
| All | +169.5% | +1,028.1% | -858.6% | -14.6% |
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 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