+780.7%
SCCO vs PENG
+762.7%
+18.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.4% | -6.8% | -1.8% |
| 7D | -5.3% | +4.5% | -9.8% | -6.2% |
| 30D | +2.7% | -7.1% | +9.8% | +3.8% |
| 3M | +4.2% | -27.3% | +31.5% | +8.2% |
| 6M | -0.6% | +169.6% | -170.2% | -23.3% |
| YTD | +45.0% | +164.6% | -119.6% | +11.7% |
| 1Y | +109.3% | +109.5% | -0.2% | +68.2% |
| 3Y | +180.8% | +98.9% | +81.9% | +109.2% |
| 5Y | +314.3% | +116.3% | +198.0% | +190.0% |
| All | +780.7% | +762.7% | +18.0% | +385.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling