+1,747.8%
PLD vs SCCO
+30,788.0%
-29,040.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -2.4% | -5.3% | +2.9% | -0.7% |
| 30D | -2.4% | +2.7% | -5.1% | -3.6% |
| 3M | -3.8% | +4.2% | -8.0% | -6.7% |
| 6M | 0.0% | -0.6% | +0.7% | -2.5% |
| YTD | +9.2% | +45.0% | -35.7% | -7.8% |
| 1Y | +25.9% | +109.3% | -83.4% | -7.3% |
| 3Y | +21.3% | +180.8% | -159.5% | -22.6% |
| 5Y | +14.1% | +314.3% | -300.1% | -39.2% |
| 10Y | +237.9% | +1,083.3% | -845.4% | +10.7% |
| All | +1,747.8% | +30,788.0% | -29,040.1% | +298.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling