+4,918.5%
PSA vs SCCO
+35,670.2%
-30,751.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.1% | -1.2% |
| 7D | -0.4% | +3.4% | -3.9% | -1.2% |
| 30D | -8.2% | +6.6% | -14.8% | -9.7% |
| 3M | -2.1% | +24.5% | -26.6% | -7.7% |
| 6M | -0.2% | +16.5% | -16.7% | -5.2% |
| YTD | +18.5% | +52.1% | -33.6% | +5.1% |
| 1Y | +6.6% | +114.2% | -107.6% | -13.1% |
| 3Y | +24.5% | +207.4% | -183.0% | -9.5% |
| 5Y | +13.6% | +353.7% | -340.2% | -26.8% |
| 10Y | +102.0% | +1,144.5% | -1,042.6% | -6.2% |
| All | +4,918.5% | +35,670.2% | -30,751.7% | +1,301.5% |
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