+143.4%
PEG vs SCHG
+459.0%
-315.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.5% |
| 7D | -0.9% | -1.0% | +0.2% | -0.5% |
| 30D | -3.7% | -1.3% | -2.5% | -3.3% |
| 3M | -7.3% | +5.4% | -12.7% | -9.3% |
| 6M | -10.5% | +14.4% | -24.9% | -15.5% |
| YTD | -7.5% | +8.0% | -15.5% | -10.8% |
| 1Y | -8.7% | +12.7% | -21.5% | -13.6% |
| 3Y | +31.4% | +85.6% | -54.2% | -0.7% |
| 5Y | +37.8% | +85.5% | -47.7% | +1.6% |
| All | +143.4% | +459.0% | -315.6% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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