+200.2%
PTC vs SCCO
+1,104.1%
-903.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -7.3% | -2.7% | -4.6% | -6.8% |
| 30D | -11.6% | -0.7% | -10.9% | -11.9% |
| 3M | +10.5% | +8.1% | +2.4% | +6.9% |
| 6M | -17.8% | +4.1% | -21.9% | -21.1% |
| YTD | -24.9% | +41.1% | -66.1% | -36.1% |
| 1Y | -36.8% | +95.6% | -132.4% | -52.2% |
| 3Y | -8.7% | +179.3% | -188.0% | -42.1% |
| 5Y | +4.1% | +308.3% | -304.2% | -45.4% |
| All | +200.2% | +1,104.1% | -903.9% | -1.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling