+60.2%
SCHD vs PEGA
-45.0%
+105.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.3% |
| 7D | -2.0% | -3.0% | +1.0% | -1.7% |
| 30D | -0.4% | +15.9% | -16.3% | -1.7% |
| 3M | +5.7% | +10.8% | -5.1% | +4.5% |
| 6M | +11.9% | -16.5% | +28.4% | +13.0% |
| YTD | +26.4% | -39.0% | +65.5% | +31.0% |
| 1Y | +27.6% | -37.3% | +64.9% | +31.5% |
| 3Y | +54.9% | +59.2% | -4.2% | +40.1% |
| All | +60.2% | -45.0% | +105.1% | +61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling