+238.6%
SCHD vs PEG
+148.0%
+90.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -2.0% | -0.9% | -1.1% | -1.6% |
| 30D | -0.4% | -3.7% | +3.3% | +1.1% |
| 3M | +5.7% | -7.3% | +13.0% | +9.0% |
| 6M | +11.9% | -10.5% | +22.4% | +16.7% |
| YTD | +26.4% | -7.5% | +33.9% | +29.8% |
| 1Y | +27.6% | -8.7% | +36.3% | +31.5% |
| 3Y | +54.9% | +31.4% | +23.6% | +32.7% |
| 5Y | +60.9% | +37.8% | +23.1% | +33.2% |
| All | +238.6% | +148.0% | +90.6% | +126.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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