+75.3%
PEP vs SCHG
+459.0%
-383.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | -1.0% | -1.0% | +0.1% | -0.6% |
| 30D | -0.7% | -1.3% | +0.6% | -0.2% |
| 3M | -4.1% | +5.4% | -9.6% | -6.1% |
| 6M | -13.1% | +14.4% | -27.5% | -17.6% |
| YTD | -2.1% | +8.0% | -10.2% | -5.4% |
| 1Y | -1.7% | +12.7% | -14.4% | -6.8% |
| 3Y | -15.1% | +85.6% | -100.7% | -37.2% |
| 5Y | +3.1% | +85.5% | -82.4% | -25.2% |
| All | +75.3% | +459.0% | -383.7% | -32.1% |
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