+10,147.6%
PH vs SCCO
+35,670.2%
-25,522.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.9% | -5.6% | -2.4% |
| 7D | +0.4% | +3.4% | -3.1% | -0.9% |
| 30D | -10.8% | +6.6% | -17.4% | -13.2% |
| 3M | +8.5% | +24.5% | -16.0% | -0.8% |
| 6M | +3.9% | +16.5% | -12.6% | -3.9% |
| YTD | +9.4% | +52.1% | -42.7% | -9.3% |
| 1Y | +26.8% | +114.2% | -87.4% | -7.9% |
| 3Y | +140.8% | +207.4% | -66.6% | +48.9% |
| 5Y | +253.8% | +353.7% | -100.0% | +84.5% |
| 10Y | +792.3% | +1,144.5% | -352.2% | +222.9% |
| All | +10,147.6% | +35,670.2% | -25,522.5% | +1,412.0% |
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