+1,128.0%
PPL vs SCCO
+33,989.4%
-32,861.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +2.7% | -5.3% | +7.9% | +3.5% |
| 30D | +0.5% | +2.7% | -2.2% | -0.1% |
| 3M | +0.7% | +4.2% | -3.5% | -0.7% |
| 6M | -7.6% | -0.6% | -7.0% | -8.7% |
| YTD | +1.8% | +45.0% | -43.2% | -5.7% |
| 1Y | -0.8% | +109.3% | -110.1% | -13.6% |
| 3Y | +56.9% | +180.8% | -123.9% | +27.2% |
| 5Y | +39.5% | +314.3% | -274.7% | +4.0% |
| 10Y | +55.4% | +1,083.3% | -1,027.9% | -5.9% |
| All | +1,128.0% | +33,989.4% | -32,861.4% | +417.7% |
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 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