+824.1%
SCCO vs PENG
+755.0%
+69.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.8% | +5.1% |
| 7D | +3.4% | +7.8% | -4.3% | +1.7% |
| 30D | +6.6% | -12.2% | +18.8% | +9.1% |
| 3M | +24.5% | -20.6% | +45.1% | +26.9% |
| 6M | +16.5% | +180.9% | -164.4% | -10.9% |
| YTD | +52.1% | +162.3% | -110.1% | +17.4% |
| 1Y | +114.2% | +107.3% | +6.9% | +72.5% |
| 3Y | +207.4% | +110.8% | +96.7% | +126.0% |
| 5Y | +353.7% | +117.8% | +235.9% | +217.2% |
| All | +824.1% | +755.0% | +69.1% | +410.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling