+27,618.1%
SCCO vs PEGA
+1,037.5%
+26,580.6%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -2.6% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | -17.4% | -4.1% | -13.3% | -17.1% |
| 3M | -11.7% | -2.8% | -8.8% | -11.7% |
| 6M | -12.1% | -0.4% | -11.7% | -13.2% |
| YTD | +20.9% | -45.4% | +66.3% | +27.8% |
| 1Y | +31.3% | -42.6% | +74.0% | +37.9% |
| 3Y | +170.3% | +45.4% | +124.9% | +143.9% |
| 5Y | +240.8% | -44.6% | +285.4% | +238.2% |
| 10Y | +683.6% | +91.2% | +592.5% | +563.5% |
| All | +27,618.1% | +1,037.5% | +26,580.6% | +16,159.2% |
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