+1,162.5%
PPL vs SCCO
+28,875.4%
-27,712.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.7% |
| 7D | +0.4% | -4.8% | +5.3% | +1.1% |
| 30D | +5.4% | -15.8% | +21.2% | +7.9% |
| 3M | +4.3% | -10.9% | +15.2% | +5.5% |
| 6M | -1.3% | -5.1% | +3.8% | -1.8% |
| YTD | +4.7% | +23.2% | -18.5% | -1.1% |
| 1Y | +1.3% | +30.7% | -29.4% | -5.3% |
| 3Y | +57.2% | +164.1% | -106.9% | +28.1% |
| 5Y | +48.2% | +271.3% | -223.1% | +12.0% |
| 10Y | +62.7% | +860.5% | -797.8% | +1.3% |
| All | +1,162.5% | +28,875.4% | -27,712.9% | +443.3% |
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 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