+208.8%
PM vs SCCO
+1,108.1%
-899.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -7.2% | +9.4% | +3.1% |
| 7D | +1.9% | -2.7% | +4.6% | +2.2% |
| 30D | +1.9% | -0.2% | +2.1% | +1.7% |
| 3M | +4.6% | +17.8% | -13.2% | +1.7% |
| 6M | +11.7% | +2.3% | +9.4% | +10.0% |
| YTD | +20.4% | +41.6% | -21.2% | +12.1% |
| 1Y | +19.0% | +101.9% | -82.9% | +4.1% |
| 3Y | +130.4% | +186.2% | -55.8% | +82.9% |
| 5Y | +131.5% | +309.7% | -178.2% | +66.0% |
| All | +208.8% | +1,108.1% | -899.3% | +81.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling