+58.9%
SCHD vs PENG
+108.8%
-49.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.4% | -7.2% | -1.1% |
| 7D | -0.3% | +4.5% | -4.8% | -0.5% |
| 30D | +3.4% | -7.1% | +10.6% | +3.7% |
| 3M | +7.6% | -27.3% | +34.9% | +8.3% |
| 6M | +12.2% | +169.6% | -157.4% | +3.2% |
| YTD | +29.0% | +164.6% | -135.7% | +18.6% |
| 1Y | +30.3% | +109.5% | -79.2% | +21.3% |
| All | +58.9% | +108.8% | -49.9% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 3y: compounded portfolio wealth divided by compounded PENG 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…
3y analysis · Full analysis span regression · 6 months rolling