+59.5%
SCHW vs PEGA
-45.0%
+104.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.5% | -0.3% |
| 7D | -1.9% | -3.0% | +1.1% | -1.4% |
| 30D | -1.6% | +15.9% | -17.5% | -3.8% |
| 3M | +21.3% | +10.8% | +10.4% | +18.7% |
| 6M | +16.5% | -16.5% | +33.0% | +18.6% |
| YTD | +8.4% | -39.0% | +47.4% | +15.2% |
| 1Y | +15.6% | -37.3% | +52.9% | +21.8% |
| 3Y | +86.8% | +59.2% | +27.7% | +63.2% |
| All | +59.5% | -45.0% | +104.5% | +81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling