+455.3%
PL vs SCCO
+162.8%
+292.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.1% | +9.2% | +9.7% |
| 7D | -6.8% | -4.8% | -2.0% | -3.9% |
| 30D | -29.3% | -15.8% | -13.5% | -21.4% |
| 3M | -44.8% | -10.9% | -33.8% | -41.1% |
| 6M | -68.4% | -5.1% | -63.3% | -67.3% |
| YTD | -36.4% | +23.2% | -59.6% | -45.3% |
| 1Y | +0.7% | +30.7% | -30.0% | -16.3% |
| 3Y | +455.3% | +164.1% | +291.2% | +194.0% |
| All | +455.3% | +162.8% | +292.5% | +194.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling