+12.7%
SCHG vs PEGA
-36.0%
+48.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.7% |
| 7D | -1.0% | -3.0% | +2.0% | -0.8% |
| 30D | -1.3% | +15.9% | -17.2% | -2.7% |
| 3M | +5.4% | +10.8% | -5.4% | +4.1% |
| 6M | +14.4% | -16.5% | +30.9% | +16.1% |
| YTD | +8.0% | -39.0% | +47.1% | +13.4% |
| 1Y | +12.7% | -37.3% | +50.0% | +18.0% |
| All | +12.7% | -36.0% | +48.8% | +18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling