+341.8%
PBF vs SCCO
+1,104.1%
-762.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.8% |
| 7D | +5.3% | -2.7% | +8.0% | +6.6% |
| 30D | +11.7% | -0.7% | +12.4% | +10.9% |
| 3M | +91.1% | +8.1% | +83.0% | +78.0% |
| 6M | +88.4% | +4.1% | +84.3% | +67.2% |
| YTD | +194.1% | +41.1% | +152.9% | +104.1% |
| 1Y | +180.4% | +95.6% | +84.9% | +51.9% |
| 3Y | +59.3% | +179.3% | -119.9% | -40.4% |
| 5Y | +816.3% | +308.3% | +508.0% | +130.7% |
| All | +341.8% | +1,104.1% | -762.3% | -41.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling