+672.4%
SCCO vs PENG
+720.8%
-48.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.3% | -9.0% | -0.9% |
| 7D | -2.4% | +1.9% | -4.3% | -3.5% |
| 30D | -16.5% | -37.8% | +21.3% | -9.0% |
| 3M | -10.4% | -14.1% | +3.7% | -9.8% |
| 6M | -2.8% | +13.1% | -15.9% | -10.6% |
| YTD | +27.2% | +151.8% | -124.6% | -3.1% |
| 1Y | +33.6% | +136.0% | -102.4% | +3.1% |
| 3Y | +182.4% | +217.9% | -35.6% | +93.1% |
| 5Y | +262.8% | +64.1% | +198.7% | +164.7% |
| All | +672.4% | +720.8% | -48.4% | +321.5% |
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