+180.4%
PBF vs SCCO
+101.5%
+78.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.6% |
| 7D | +5.3% | -2.7% | +8.0% | +5.1% |
| 30D | +11.7% | -0.7% | +12.4% | +11.7% |
| 3M | +91.1% | +8.1% | +83.0% | +92.8% |
| 6M | +88.4% | +4.1% | +84.3% | +96.1% |
| YTD | +194.1% | +41.1% | +152.9% | +177.0% |
| 1Y | +180.4% | +95.6% | +84.9% | +163.9% |
| All | +180.4% | +101.5% | +78.9% | +163.9% |
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