-70.4%
PSKY vs SCCO
+303.5%
-374.0%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.5% | +2.2% |
| 7D | -2.4% | -2.7% | +0.3% | -1.9% |
| 30D | +11.6% | -0.7% | +12.3% | +11.3% |
| 3M | +1.5% | +8.1% | -6.6% | -1.7% |
| 6M | +7.7% | +4.1% | +3.6% | +4.3% |
| YTD | -20.1% | +41.1% | -61.2% | -31.6% |
| 1Y | -38.3% | +95.6% | -133.8% | -53.6% |
| 3Y | -17.7% | +179.3% | -197.0% | -50.7% |
| All | -70.4% | +303.5% | -374.0% | -85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling