+238.6%
SCHD vs PEGA
+184.6%
+54.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.2% |
| 7D | -2.0% | -3.0% | +1.0% | -1.5% |
| 30D | -0.4% | +15.9% | -16.3% | -2.6% |
| 3M | +5.7% | +10.8% | -5.1% | +3.6% |
| 6M | +11.9% | -16.5% | +28.4% | +13.8% |
| YTD | +26.4% | -39.0% | +65.5% | +34.0% |
| 1Y | +27.6% | -37.3% | +64.9% | +34.0% |
| 3Y | +54.9% | +59.2% | -4.2% | +31.3% |
| 5Y | +60.9% | -44.9% | +105.8% | +67.2% |
| All | +238.6% | +184.6% | +54.0% | +150.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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