+271.0%
PEP vs SCHG
+1,127.0%
-855.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.0% |
| 7D | -1.7% | -0.9% | -0.8% | -1.4% |
| 30D | +0.3% | -2.3% | +2.6% | +1.2% |
| 3M | -3.2% | +4.5% | -7.8% | -5.1% |
| 6M | -13.6% | +13.6% | -27.1% | -18.2% |
| YTD | -1.9% | +7.6% | -9.4% | -5.3% |
| 1Y | -0.6% | +13.0% | -13.7% | -6.3% |
| 3Y | -13.6% | +87.0% | -100.6% | -36.9% |
| 5Y | +3.2% | +82.9% | -79.6% | -25.7% |
| 10Y | +79.1% | +453.6% | -374.6% | -29.4% |
| All | +271.0% | +1,127.0% | -855.9% | -1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling