+227.7%
SCHD vs PENG
+661.7%
-433.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +9.3% | -7.9% | +0.5% |
| 7D | -0.7% | -3.8% | +3.1% | -0.8% |
| 30D | +7.9% | -40.1% | +48.0% | +12.1% |
| 3M | +6.0% | -21.8% | +27.8% | +6.7% |
| 6M | +14.5% | +3.3% | +11.2% | +9.4% |
| YTD | +33.2% | +133.6% | -100.5% | +14.8% |
| 1Y | +38.1% | +110.7% | -72.6% | +20.2% |
| 3Y | +73.5% | +204.3% | -130.7% | +39.0% |
| 5Y | +62.5% | +54.4% | +8.1% | +34.9% |
| All | +227.7% | +661.7% | -433.9% | +132.3% |
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