-81.4%
PYPL vs SCCO
+346.0%
-427.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | -4.3% | +2.4% | -6.8% | -5.1% |
| 30D | -11.5% | +6.4% | -17.9% | -13.1% |
| 3M | +26.1% | +21.6% | +4.6% | +18.3% |
| 6M | +13.7% | +13.4% | +0.3% | +7.6% |
| YTD | -9.8% | +52.6% | -62.5% | -25.9% |
| 1Y | -22.1% | +122.4% | -144.4% | -45.1% |
| 3Y | -13.5% | +208.5% | -222.0% | -49.3% |
| All | -81.4% | +346.0% | -427.4% | -90.9% |
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