+310.9%
SCCO vs PFG
+111.0%
+199.9%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.9% |
| 7D | -2.7% | -0.4% | -2.2% | -2.5% |
| 30D | -0.7% | +2.9% | -3.6% | -2.8% |
| 3M | +8.1% | +6.7% | +1.4% | +3.2% |
| 6M | +4.1% | +33.8% | -29.7% | -13.1% |
| YTD | +41.1% | +35.0% | +6.2% | +16.6% |
| 1Y | +95.6% | +46.4% | +49.1% | +53.6% |
| 3Y | +179.3% | +71.7% | +107.6% | +96.3% |
| All | +310.9% | +111.0% | +199.9% | +147.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling