+24.1%
PPG vs SCCO
+1,104.1%
-1,080.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.5% |
| 7D | -6.2% | -2.7% | -3.6% | -5.6% |
| 30D | -7.9% | -0.7% | -7.2% | -8.2% |
| 3M | -10.2% | +8.1% | -18.3% | -13.4% |
| 6M | +2.7% | +4.1% | -1.4% | -0.6% |
| YTD | +4.9% | +41.1% | -36.2% | -9.9% |
| 1Y | -3.2% | +95.6% | -98.7% | -26.6% |
| 3Y | -17.0% | +179.3% | -196.3% | -47.1% |
| 5Y | -23.3% | +308.3% | -331.6% | -59.4% |
| All | +24.1% | +1,104.1% | -1,080.0% | -58.3% |
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