+170.3%
SCCO vs PEGA
+46.3%
+124.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -2.5% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | -17.4% | -4.1% | -13.3% | -17.3% |
| 3M | -11.7% | -2.8% | -8.8% | -11.8% |
| 6M | -12.1% | -0.4% | -11.7% | -12.7% |
| YTD | +20.9% | -45.4% | +66.3% | +29.0% |
| 1Y | +31.3% | -42.6% | +74.0% | +38.9% |
| 3Y | +170.3% | +45.4% | +124.9% | +114.0% |
| All | +170.3% | +46.3% | +124.0% | +114.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling