+31.0%
PL vs SCCO
+243.3%
-212.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.8% | +0.8% |
| 7D | +10.0% | -1.9% | +11.9% | +11.6% |
| 30D | -2.3% | -17.4% | +15.2% | +9.6% |
| 3M | -44.2% | -11.7% | -32.5% | -40.2% |
| 6M | -66.1% | -12.1% | -54.0% | -63.4% |
| YTD | -30.0% | +20.9% | -50.8% | -38.2% |
| 1Y | +21.0% | +31.3% | -10.3% | +1.9% |
| 3Y | +516.5% | +170.3% | +346.2% | +237.7% |
| All | +31.0% | +243.3% | -212.2% | -41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling