+449.1%
PL vs SCCO
+182.2%
+266.9%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.0% |
| 7D | -9.3% | -5.3% | -4.0% | -6.1% |
| 30D | -18.9% | +2.7% | -21.6% | -20.7% |
| 3M | -58.4% | +4.2% | -62.6% | -59.4% |
| 6M | -30.3% | -0.6% | -29.7% | -30.6% |
| YTD | -8.1% | +45.0% | -53.1% | -29.3% |
| 1Y | +180.5% | +109.3% | +71.2% | +69.5% |
| All | +449.1% | +182.2% | +266.9% | +144.2% |
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