+71.3%
SCHG vs PENG
+50.3%
+21.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.3% |
| 7D | -1.3% | -16.1% | +14.8% | +1.1% |
| 30D | -7.9% | -41.5% | +33.6% | -0.2% |
| 3M | -5.4% | -19.1% | +13.7% | -4.2% |
| 6M | -0.6% | +0.9% | -1.5% | -7.8% |
| YTD | +4.1% | +128.2% | -124.1% | -20.6% |
| 1Y | +2.8% | +98.6% | -95.8% | -19.4% |
| 3Y | +77.7% | +188.2% | -110.5% | +18.7% |
| 5Y | +71.3% | +55.5% | +15.8% | +21.6% |
| All | +71.3% | +50.3% | +21.0% | +21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling