+33,144.2%
SCCO vs PEGA
+1,209.2%
+31,935.0%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | -5.3% | +3.3% | -8.6% | -5.7% |
| 30D | +2.7% | +17.7% | -15.1% | +0.4% |
| 3M | +4.2% | +5.8% | -1.6% | +2.7% |
| 6M | -0.6% | -20.3% | +19.6% | +1.2% |
| YTD | +45.0% | -37.1% | +82.1% | +51.1% |
| 1Y | +109.3% | -30.2% | +139.5% | +114.5% |
| 3Y | +180.8% | +48.1% | +132.7% | +153.7% |
| 5Y | +314.3% | -46.8% | +361.1% | +314.9% |
| 10Y | +1,083.3% | +191.3% | +892.0% | +854.9% |
| All | +33,144.2% | +1,209.2% | +31,935.0% | +19,125.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling