+57.6%
PPL vs SCCO
+1,159.3%
-1,101.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | 0.0% | +2.4% | -2.4% | -0.3% |
| 30D | -1.3% | +6.4% | -7.7% | -2.2% |
| 3M | -2.6% | +21.6% | -24.1% | -5.6% |
| 6M | -8.4% | +13.4% | -21.8% | -11.0% |
| YTD | +0.2% | +52.6% | -52.4% | -7.6% |
| 1Y | -0.2% | +122.4% | -122.6% | -13.7% |
| 3Y | +52.9% | +208.5% | -155.5% | +20.7% |
| 5Y | +36.8% | +353.9% | -317.1% | -3.0% |
| 10Y | +57.6% | +1,187.3% | -1,129.7% | -15.2% |
| All | +57.6% | +1,159.3% | -1,101.8% | -15.2% |
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