+447.8%
SCHG vs PEGA
+184.6%
+263.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.5% |
| 7D | -1.0% | -3.0% | +2.0% | -0.3% |
| 30D | -1.3% | +15.9% | -17.2% | -5.2% |
| 3M | +5.4% | +10.8% | -5.4% | +1.4% |
| 6M | +14.4% | -16.5% | +30.9% | +18.0% |
| YTD | +8.0% | -39.0% | +47.1% | +20.2% |
| 1Y | +12.7% | -37.3% | +50.0% | +23.5% |
| 3Y | +85.6% | +59.2% | +26.4% | +41.8% |
| 5Y | +85.5% | -44.9% | +130.4% | +97.4% |
| All | +447.8% | +184.6% | +263.2% | +276.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling