+763.1%
PM vs SCCO
+1,166.9%
-403.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -4.9% | -5.3% | +0.4% | -4.0% |
| 30D | -3.4% | +2.7% | -6.1% | -4.1% |
| 3M | +5.2% | +4.2% | +1.0% | +3.4% |
| 6M | +3.7% | -0.6% | +4.3% | +2.2% |
| YTD | +15.8% | +45.0% | -29.2% | +5.6% |
| 1Y | +17.4% | +109.3% | -91.9% | -0.8% |
| 3Y | +116.9% | +180.8% | -63.9% | +67.7% |
| 5Y | +117.3% | +314.3% | -196.9% | +50.9% |
| 10Y | +193.8% | +1,083.3% | -889.6% | +55.2% |
| All | +763.1% | +1,166.9% | -403.7% | +225.4% |
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