+31.3%
SCCO vs PENG
+130.4%
-99.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.5% | +3.0% | -1.3% |
| 7D | -1.9% | +13.2% | -15.1% | -4.6% |
| 30D | -17.4% | -29.9% | +12.5% | -12.0% |
| 3M | -11.7% | -22.2% | +10.6% | -9.1% |
| 6M | -12.1% | -1.9% | -10.2% | -17.9% |
| YTD | +20.9% | +142.1% | -121.3% | -16.1% |
| 1Y | +31.3% | +151.5% | -120.2% | -10.8% |
| All | +31.3% | +130.4% | -99.0% | -10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling