+553.0%
SCHD vs PEG
+280.0%
+273.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.4% |
| 7D | -2.6% | -0.1% | -2.5% | -2.6% |
| 30D | -0.3% | -1.7% | +1.4% | +0.4% |
| 3M | +6.1% | -6.8% | +12.9% | +8.9% |
| 6M | +11.7% | -11.4% | +23.1% | +16.7% |
| YTD | +26.3% | -7.2% | +33.6% | +29.4% |
| 1Y | +28.8% | -6.1% | +34.9% | +30.9% |
| 3Y | +55.0% | +31.8% | +23.3% | +34.7% |
| 5Y | +60.0% | +35.6% | +24.4% | +36.0% |
| 10Y | +243.1% | +148.7% | +94.4% | +126.8% |
| All | +553.0% | +280.0% | +273.0% | +261.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling