+1,139.1%
PSX vs SCCO
+1,149.0%
-9.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +1.8% | +2.4% | -0.6% | +0.9% |
| 30D | +21.6% | +6.4% | +15.2% | +18.2% |
| 3M | +46.5% | +21.6% | +24.9% | +33.7% |
| 6M | +62.0% | +13.4% | +48.6% | +47.7% |
| YTD | +106.3% | +52.6% | +53.7% | +62.4% |
| 1Y | +103.0% | +122.4% | -19.4% | +34.3% |
| 3Y | +135.5% | +208.5% | -72.9% | +27.5% |
| 5Y | +368.5% | +353.9% | +14.6% | +101.8% |
| 10Y | +386.6% | +1,187.3% | -800.7% | +27.2% |
| All | +1,139.1% | +1,149.0% | -9.8% | +212.4% |
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