+788.6%
SCCO vs PSLV
+109.5%
+679.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | -2.7% | -3.5% | +0.8% | -1.1% |
| 30D | -0.7% | -2.1% | +1.4% | +0.3% |
| 3M | +8.1% | -1.6% | +9.7% | +9.1% |
| 6M | +4.1% | -25.5% | +29.6% | +18.0% |
| YTD | +41.1% | -11.4% | +52.5% | +44.4% |
| 1Y | +95.6% | +48.6% | +47.0% | +60.4% |
| 3Y | +179.3% | +166.9% | +12.4% | +82.4% |
| 5Y | +308.3% | +152.4% | +155.9% | +170.9% |
| 10Y | +1,090.2% | +187.8% | +902.5% | +631.6% |
| All | +788.6% | +109.5% | +679.1% | +344.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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