+17.8%
SCHW vs PENG
+97.0%
-79.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.8% | +5.5% | +0.8% |
| 7D | -2.8% | 0.0% | -2.7% | -2.8% |
| 30D | -0.1% | -15.2% | +15.1% | +0.1% |
| 3M | +20.6% | -16.9% | +37.5% | +19.8% |
| 6M | +15.9% | +161.5% | -145.6% | -0.3% |
| YTD | +8.5% | +148.6% | -140.1% | -6.3% |
| 1Y | +17.8% | +89.6% | -71.8% | +2.0% |
| All | +17.8% | +97.0% | -79.2% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling