+311.9%
PTC vs SCCO
+682.0%
-370.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.3% | +0.5% |
| 7D | +0.5% | -1.9% | +2.4% | +0.9% |
| 30D | +1.2% | -17.4% | +18.6% | +5.7% |
| 3M | +27.4% | -11.7% | +39.0% | +30.0% |
| 6M | +39.2% | -12.1% | +51.3% | +39.9% |
| YTD | +12.5% | +20.9% | -8.4% | -1.2% |
| 1Y | +12.3% | +31.3% | -19.1% | -4.3% |
| 3Y | +28.8% | +170.3% | -141.5% | -19.7% |
| 5Y | +60.9% | +240.8% | -179.9% | -12.2% |
| All | +311.9% | +682.0% | -370.1% | +48.6% |
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 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