+60.2%
SCHD vs PEG
+36.3%
+23.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -2.0% | -0.9% | -1.1% | -1.7% |
| 30D | -0.4% | -3.7% | +3.3% | +0.8% |
| 3M | +5.7% | -7.3% | +13.0% | +8.3% |
| 6M | +11.9% | -10.5% | +22.4% | +15.8% |
| YTD | +26.4% | -7.5% | +33.9% | +29.2% |
| 1Y | +27.6% | -8.7% | +36.3% | +30.7% |
| 3Y | +54.9% | +31.4% | +23.6% | +34.2% |
| All | +60.2% | +36.3% | +23.8% | +35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling