+559.1%
SCHD vs PEGA
+334.3%
+224.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | -0.5% |
| 7D | -1.1% | -2.4% | +1.3% | -0.8% |
| 30D | +1.5% | +9.6% | -8.1% | +0.1% |
| 3M | +7.4% | +2.3% | +5.1% | +6.5% |
| 6M | +12.4% | -23.9% | +36.3% | +15.6% |
| YTD | +27.5% | -39.8% | +67.3% | +34.9% |
| 1Y | +30.0% | -37.4% | +67.4% | +36.1% |
| 3Y | +56.5% | +53.1% | +3.4% | +36.5% |
| 5Y | +60.7% | -47.2% | +107.9% | +62.4% |
| 10Y | +237.8% | +174.3% | +63.4% | +159.9% |
| All | +559.1% | +334.3% | +224.9% | +369.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling