+550.4%
PAAS vs SCCO
+28,322.8%
-27,772.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | +0.6% |
| 7D | -8.9% | -1.9% | -7.0% | -8.1% |
| 30D | -11.4% | -17.4% | +6.0% | -3.0% |
| 3M | -20.4% | -11.7% | -8.8% | -15.6% |
| 6M | -40.7% | -12.1% | -28.6% | -36.8% |
| YTD | -26.9% | +20.9% | -47.8% | -32.9% |
| 1Y | -3.1% | +31.3% | -34.4% | -14.1% |
| 3Y | +199.3% | +170.3% | +28.9% | +89.5% |
| 5Y | +48.3% | +240.8% | -192.5% | -16.5% |
| 10Y | +197.6% | +683.6% | -486.0% | +7.9% |
| All | +550.4% | +28,322.8% | -27,772.4% | -9.5% |
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 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