+4,050.3%
SCHW vs PEGA
+1,127.6%
+2,922.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.8% | 0.0% |
| 7D | -1.6% | -6.1% | +4.6% | -0.6% |
| 30D | -1.1% | +6.4% | -7.4% | -2.2% |
| 3M | +20.4% | +2.9% | +17.5% | +19.0% |
| 6M | +13.6% | -23.8% | +37.5% | +17.4% |
| YTD | +7.7% | -41.1% | +48.8% | +15.2% |
| 1Y | +15.2% | -38.2% | +53.4% | +21.8% |
| 3Y | +87.1% | +49.8% | +37.3% | +65.9% |
| 5Y | +57.5% | -48.0% | +105.5% | +59.2% |
| 10Y | +295.1% | +173.1% | +122.0% | +203.9% |
| All | +4,050.3% | +1,127.6% | +2,922.7% | +1,737.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling