+111.0%
PBF vs SCCO
+43.0%
+68.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.9% | -8.6% | -6.4% |
| 7D | -0.9% | -7.9% | +7.0% | -1.9% |
| 30D | -13.7% | -13.0% | -0.7% | -15.0% |
| 3M | +10.6% | -6.9% | +17.5% | +9.9% |
| 6M | +61.2% | +11.0% | +50.2% | +66.3% |
| YTD | +172.7% | +30.3% | +142.4% | +146.8% |
| 1Y | +111.0% | +45.0% | +66.0% | +81.7% |
| All | +111.0% | +43.0% | +68.1% | +81.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling