+217.4%
SCHD vs PENG
+762.7%
-545.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.4% | -7.2% | -1.4% |
| 7D | -0.3% | +4.5% | -4.8% | -0.7% |
| 30D | +3.4% | -7.1% | +10.6% | +4.0% |
| 3M | +7.6% | -27.3% | +34.9% | +9.0% |
| 6M | +12.2% | +169.6% | -157.4% | -2.9% |
| YTD | +29.0% | +164.6% | -135.7% | +11.5% |
| 1Y | +30.3% | +109.5% | -79.2% | +15.1% |
| 3Y | +56.1% | +98.9% | -42.8% | +31.6% |
| 5Y | +60.4% | +116.3% | -55.8% | +29.7% |
| All | +217.4% | +762.7% | -545.3% | +125.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling