+87.0%
SCHW vs PEGA
+52.0%
+35.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.2% | +0.5% |
| 7D | -2.8% | -5.3% | +2.5% | -2.0% |
| 30D | -0.1% | +8.3% | -8.3% | -1.3% |
| 3M | +20.6% | +8.9% | +11.7% | +18.5% |
| 6M | +15.9% | -19.7% | +35.7% | +18.8% |
| YTD | +8.5% | -39.9% | +48.4% | +15.4% |
| 1Y | +17.8% | -36.4% | +54.2% | +23.8% |
| All | +87.0% | +52.0% | +35.0% | +49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling