+96.2%
SCCO vs PEGA
-37.0%
+133.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +2.0% | -9.2% | -7.0% |
| 7D | -2.7% | -5.3% | +2.6% | -3.2% |
| 30D | -0.2% | +8.3% | -8.5% | +0.8% |
| 3M | +17.8% | +8.9% | +8.8% | +20.0% |
| 6M | +2.3% | -19.7% | +22.0% | +2.6% |
| YTD | +41.6% | -39.9% | +81.5% | +45.3% |
| All | +96.2% | -37.0% | +133.2% | +101.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling