+60.7%
SCHD vs PENG
+107.7%
-47.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.1% |
| 7D | -1.1% | +7.8% | -8.9% | -1.7% |
| 30D | +1.5% | -12.2% | +13.7% | +2.3% |
| 3M | +7.4% | -20.6% | +28.0% | +7.8% |
| 6M | +12.4% | +180.9% | -168.6% | -1.3% |
| YTD | +27.5% | +162.3% | -134.8% | +12.4% |
| 1Y | +30.0% | +107.3% | -77.3% | +16.8% |
| 3Y | +56.5% | +110.8% | -54.3% | +33.2% |
| 5Y | +60.7% | +117.8% | -57.2% | +32.9% |
| All | +60.7% | +107.7% | -47.0% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling