+1,103.4%
PEP vs SCCO
+28,322.8%
-27,219.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.7% | +2.5% |
| 7D | +2.9% | -1.9% | +4.8% | +3.1% |
| 30D | +12.5% | -17.4% | +29.9% | +14.5% |
| 3M | +4.5% | -11.7% | +16.2% | +5.5% |
| 6M | -0.5% | -12.1% | +11.6% | -0.1% |
| YTD | +4.4% | +20.9% | -16.5% | +0.6% |
| 1Y | +4.4% | +31.3% | -27.0% | -0.5% |
| 3Y | -3.4% | +170.3% | -173.7% | -16.9% |
| 5Y | +5.2% | +240.8% | -235.6% | -13.3% |
| 10Y | +92.1% | +683.6% | -591.5% | +38.7% |
| All | +1,103.4% | +28,322.8% | -27,219.4% | +447.2% |
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