-0.4%
PL vs SCCO
+43.0%
-43.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.9% | -8.3% | -7.5% |
| 7D | -11.7% | -7.9% | -3.8% | -7.3% |
| 30D | -27.1% | -13.0% | -14.1% | -20.7% |
| 3M | -44.6% | -6.9% | -37.7% | -42.6% |
| 6M | -67.2% | +11.0% | -78.1% | -68.7% |
| YTD | -35.9% | +30.3% | -66.1% | -51.0% |
| 1Y | -0.4% | +45.0% | -45.4% | -31.7% |
| All | -0.4% | +43.0% | -43.3% | -31.7% |
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