+37.4%
PEG vs SCCO
+303.5%
-266.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -0.9% | -2.7% | +1.8% | -0.7% |
| 30D | -3.7% | -0.7% | -3.0% | -3.8% |
| 3M | -7.3% | +8.1% | -15.4% | -8.4% |
| 6M | -10.5% | +4.1% | -14.6% | -11.7% |
| YTD | -7.5% | +41.1% | -48.6% | -12.6% |
| 1Y | -8.7% | +95.6% | -104.3% | -17.7% |
| 3Y | +31.4% | +179.3% | -147.9% | +10.3% |
| All | +37.4% | +303.5% | -266.2% | +6.6% |
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