+695.9%
PH vs SCCO
+682.0%
+13.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.4% | +1.0% |
| 7D | +4.3% | -1.9% | +6.3% | +5.1% |
| 30D | +0.1% | -17.4% | +17.6% | +8.3% |
| 3M | -9.4% | -11.7% | +2.3% | -5.7% |
| 6M | +8.8% | -12.1% | +20.9% | +11.3% |
| YTD | +9.6% | +20.9% | -11.2% | -6.3% |
| 1Y | +14.4% | +31.3% | -16.9% | -6.1% |
| 3Y | +134.5% | +170.3% | -35.8% | +24.9% |
| 5Y | +204.4% | +240.8% | -36.4% | +35.4% |
| All | +695.9% | +682.0% | +13.9% | +102.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling