+45.0%
SCCO vs PFG
+46.8%
-1.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.1% | -2.2% | +1.0% |
| 7D | -7.9% | +4.9% | -12.8% | -8.9% |
| 30D | -13.0% | +5.7% | -18.7% | -14.0% |
| 3M | -6.9% | +2.6% | -9.4% | -7.4% |
| 6M | +11.0% | +19.8% | -8.8% | 0.0% |
| YTD | +30.3% | +36.3% | -6.0% | +5.7% |
| 1Y | +45.0% | +47.9% | -2.9% | +12.1% |
| All | +45.0% | +46.8% | -1.8% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling