+295.2%
SCHW vs PEGA
+180.6%
+114.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.2% | +0.3% |
| 7D | -2.8% | -5.3% | +2.5% | -1.6% |
| 30D | -0.1% | +8.3% | -8.3% | -2.0% |
| 3M | +20.6% | +8.9% | +11.7% | +17.3% |
| 6M | +15.9% | -19.7% | +35.7% | +20.0% |
| YTD | +8.5% | -39.9% | +48.4% | +18.8% |
| 1Y | +17.8% | -36.4% | +54.2% | +26.6% |
| 3Y | +88.5% | +52.8% | +35.7% | +53.2% |
| 5Y | +60.6% | -45.7% | +106.3% | +73.1% |
| All | +295.2% | +180.6% | +114.6% | +142.9% |
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