-1.7%
PEP vs SCHG
+13.0%
-14.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | 0.0% |
| 7D | -1.0% | -1.0% | +0.1% | -1.2% |
| 30D | -0.7% | -1.3% | +0.6% | -1.0% |
| 3M | -4.1% | +5.4% | -9.6% | -2.6% |
| 6M | -13.1% | +14.4% | -27.5% | -9.7% |
| YTD | -2.1% | +8.0% | -10.2% | -1.2% |
| 1Y | -1.7% | +12.7% | -14.4% | +2.2% |
| All | -1.7% | +13.0% | -14.7% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling