+143.4%
PEG vs SCCO
+1,104.1%
-960.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -0.9% | -2.7% | +1.8% | -0.6% |
| 30D | -3.7% | -0.7% | -3.0% | -3.9% |
| 3M | -7.3% | +8.1% | -15.4% | -8.8% |
| 6M | -10.5% | +4.1% | -14.6% | -12.0% |
| YTD | -7.5% | +41.1% | -48.6% | -13.8% |
| 1Y | -8.7% | +95.6% | -104.3% | -19.5% |
| 3Y | +31.4% | +179.3% | -147.9% | +6.9% |
| 5Y | +37.8% | +308.3% | -270.5% | +2.7% |
| All | +143.4% | +1,104.1% | -960.7% | +41.3% |
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