+1,038.8%
PEP vs SCCO
+33,989.4%
-32,950.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.4% | -5.3% | +3.9% | -0.8% |
| 30D | +0.2% | +2.7% | -2.4% | -0.2% |
| 3M | -1.1% | +4.2% | -5.3% | -2.1% |
| 6M | -13.5% | -0.6% | -12.8% | -14.2% |
| YTD | -1.2% | +45.0% | -46.2% | -6.3% |
| 1Y | -1.6% | +109.3% | -110.9% | -10.7% |
| 3Y | -12.5% | +180.8% | -193.3% | -24.7% |
| 5Y | +3.0% | +314.3% | -311.2% | -16.7% |
| 10Y | +73.9% | +1,083.3% | -1,009.4% | +20.1% |
| All | +1,038.8% | +33,989.4% | -32,950.6% | +409.6% |
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 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