+284.1%
PTC vs SCCO
+33,989.4%
-33,705.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.7% | -5.9% |
| 7D | -10.3% | -5.3% | -5.0% | -8.7% |
| 30D | +1.1% | +2.7% | -1.5% | -0.1% |
| 3M | +1.6% | +4.2% | -2.6% | -1.9% |
| 6M | -13.5% | -0.6% | -12.8% | -16.6% |
| YTD | -19.1% | +45.0% | -64.0% | -32.9% |
| 1Y | -33.9% | +109.3% | -143.2% | -52.1% |
| 3Y | -3.9% | +180.8% | -184.7% | -40.0% |
| 5Y | +6.0% | +314.3% | -308.2% | -44.6% |
| 10Y | +223.7% | +1,083.3% | -859.6% | +10.1% |
| All | +284.1% | +33,989.4% | -33,705.3% | -73.8% |
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