+37.7%
PPL vs SCCO
+339.1%
-301.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.0% | -0.4% |
| 7D | +1.8% | +3.4% | -1.7% | +1.6% |
| 30D | -1.1% | +6.6% | -7.7% | -1.5% |
| 3M | 0.0% | +24.5% | -24.5% | -1.6% |
| 6M | -7.6% | +16.5% | -24.1% | -9.0% |
| YTD | +1.7% | +52.1% | -50.4% | -2.5% |
| 1Y | +1.5% | +114.2% | -112.6% | -6.0% |
| 3Y | +55.3% | +207.4% | -152.2% | +33.6% |
| 5Y | +37.7% | +353.7% | -316.0% | +9.6% |
| All | +37.7% | +339.1% | -301.4% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling