+141.0%
PH vs SCCO
+199.6%
-58.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | 0.0% | +2.4% | -2.4% | -0.7% |
| 30D | -10.3% | +6.4% | -16.7% | -12.1% |
| 3M | +5.1% | +21.6% | -16.5% | -1.6% |
| 6M | +2.3% | +13.4% | -11.1% | -3.2% |
| YTD | +8.7% | +52.6% | -43.9% | -8.1% |
| 1Y | +26.8% | +122.4% | -95.6% | -6.7% |
| All | +141.0% | +199.6% | -58.7% | +51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling