+1,063.5%
SCCO vs PEGA
+184.6%
+878.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.6% |
| 7D | -2.7% | -3.0% | +0.3% | -2.1% |
| 30D | -0.7% | +15.9% | -16.6% | -4.0% |
| 3M | +8.1% | +10.8% | -2.8% | +4.4% |
| 6M | +4.1% | -16.5% | +20.6% | +6.5% |
| YTD | +41.1% | -39.0% | +80.2% | +53.3% |
| 1Y | +95.6% | -37.3% | +132.8% | +109.6% |
| 3Y | +179.3% | +59.2% | +120.1% | +118.3% |
| 5Y | +308.3% | -44.9% | +353.2% | +330.1% |
| All | +1,063.5% | +184.6% | +878.9% | +640.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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