+378.1%
PSX vs SCCO
+1,104.1%
-726.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +1.7% | -2.7% | +4.4% | +2.6% |
| 30D | +15.6% | -0.7% | +16.4% | +15.1% |
| 3M | +46.5% | +8.1% | +38.4% | +39.9% |
| 6M | +55.0% | +4.1% | +50.9% | +45.8% |
| YTD | +105.3% | +41.1% | +64.2% | +64.6% |
| 1Y | +101.6% | +95.6% | +6.0% | +37.8% |
| 3Y | +134.1% | +179.3% | -45.1% | +26.8% |
| 5Y | +368.7% | +308.3% | +60.4% | +96.8% |
| All | +378.1% | +1,104.1% | -726.0% | +16.3% |
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