+1,159.7%
PPL vs SCCO
+29,410.7%
-28,250.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.5% |
| 7D | 0.0% | -1.8% | +1.8% | +0.2% |
| 30D | +4.3% | -17.8% | +22.0% | +7.1% |
| 3M | +2.9% | -12.5% | +15.4% | +4.4% |
| 6M | +1.1% | -4.1% | +5.2% | +0.5% |
| YTD | +4.5% | +25.5% | -21.0% | -1.6% |
| 1Y | +0.1% | +31.0% | -30.9% | -6.4% |
| 3Y | +55.7% | +178.7% | -123.0% | +25.7% |
| 5Y | +47.6% | +279.7% | -232.1% | +11.1% |
| 10Y | +66.8% | +691.4% | -624.6% | +7.2% |
| All | +1,159.7% | +29,410.7% | -28,250.9% | +440.4% |
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