+84.4%
PL vs SCCO
+114.2%
-29.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.9% | -6.6% | -4.6% |
| 7D | -7.5% | +3.4% | -11.0% | -9.4% |
| 30D | -25.6% | +6.6% | -32.2% | -28.7% |
| 3M | -45.6% | +24.5% | -70.1% | -53.1% |
| 6M | -29.5% | +16.5% | -46.0% | -35.1% |
| YTD | -9.7% | +52.1% | -61.8% | -30.3% |
| 1Y | +84.4% | +114.2% | -29.8% | +28.5% |
| All | +84.4% | +114.2% | -29.8% | +28.5% |
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 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