+353.9%
SCCO vs PEGA
-48.2%
+402.1%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.6% |
| 7D | +2.4% | -6.1% | +8.6% | +3.2% |
| 30D | +6.4% | +6.4% | 0.0% | +5.4% |
| 3M | +21.6% | +2.9% | +18.6% | +20.4% |
| 6M | +13.4% | -23.8% | +37.2% | +16.9% |
| YTD | +52.6% | -41.1% | +93.7% | +62.8% |
| 1Y | +122.4% | -38.2% | +160.6% | +134.3% |
| 3Y | +208.5% | +49.8% | +158.6% | +164.6% |
| 5Y | +353.9% | -48.0% | +401.9% | +389.0% |
| All | +353.9% | -48.2% | +402.1% | +389.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling