+516.5%
PL vs SCCO
+169.0%
+347.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.8% | +0.9% |
| 7D | +10.0% | -1.9% | +11.9% | +11.6% |
| 30D | -2.3% | -17.4% | +15.2% | +10.2% |
| 3M | -44.2% | -11.7% | -32.5% | -40.0% |
| 6M | -66.1% | -12.1% | -54.0% | -63.2% |
| YTD | -30.0% | +20.9% | -50.8% | -38.9% |
| 1Y | +21.0% | +31.3% | -10.3% | +0.3% |
| 3Y | +516.5% | +170.3% | +346.2% | +227.2% |
| All | +516.5% | +169.0% | +347.5% | +227.2% |
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