-75.1%
PSKY vs SCCO
+1,104.1%
-1,179.2%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.5% | +2.2% |
| 7D | -2.4% | -2.7% | +0.3% | -1.7% |
| 30D | +11.6% | -0.7% | +12.3% | +11.1% |
| 3M | +1.5% | +8.1% | -6.6% | -2.8% |
| 6M | +7.7% | +4.1% | +3.6% | +2.9% |
| YTD | -20.1% | +41.1% | -61.2% | -34.2% |
| 1Y | -38.3% | +95.6% | -133.8% | -56.2% |
| 3Y | -17.7% | +179.3% | -197.0% | -53.4% |
| 5Y | -69.9% | +308.3% | -378.2% | -86.2% |
| All | -75.1% | +1,104.1% | -1,179.2% | -93.2% |
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