-7.0%
PTC vs SCCO
+198.6%
-205.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +4.9% | -10.4% | -5.8% |
| 7D | -12.8% | +3.4% | -16.2% | -13.0% |
| 30D | -9.8% | +6.6% | -16.4% | -10.2% |
| 3M | -2.1% | +24.5% | -26.6% | -3.8% |
| 6M | -18.1% | +16.5% | -34.6% | -19.4% |
| YTD | -23.5% | +52.1% | -75.6% | -29.6% |
| 1Y | -37.4% | +114.2% | -151.5% | -46.5% |
| All | -7.0% | +198.6% | -205.6% | -28.5% |
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