+373.5%
SCHG vs PENG
+751.0%
-377.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -0.9% | +7.3% | -8.2% | -2.1% |
| 30D | -2.3% | -7.5% | +5.2% | -1.3% |
| 3M | +4.5% | -17.2% | +21.8% | +5.0% |
| 6M | +13.6% | +176.7% | -163.2% | -10.0% |
| YTD | +7.6% | +161.0% | -153.5% | -14.3% |
| 1Y | +13.0% | +108.8% | -95.8% | -7.0% |
| 3Y | +87.0% | +109.8% | -22.8% | +42.9% |
| 5Y | +82.9% | +111.7% | -28.9% | +35.5% |
| All | +373.5% | +751.0% | -377.5% | +194.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling