+294.9%
SCHW vs PEG
+148.0%
+146.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -1.9% | -0.9% | -1.0% | -1.6% |
| 30D | -1.6% | -3.7% | +2.1% | -0.3% |
| 3M | +21.3% | -7.3% | +28.5% | +24.5% |
| 6M | +16.5% | -10.5% | +27.0% | +20.8% |
| YTD | +8.4% | -7.5% | +15.9% | +10.6% |
| 1Y | +15.6% | -8.7% | +24.4% | +18.3% |
| 3Y | +86.8% | +31.4% | +55.5% | +62.9% |
| 5Y | +60.5% | +37.8% | +22.7% | +36.2% |
| All | +294.9% | +148.0% | +146.9% | +209.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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