+76.3%
SCHW vs PENG
+227.7%
-151.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.9% | -1.2% |
| 7D | -0.9% | +34.6% | -35.5% | -2.9% |
| 30D | -4.4% | -35.9% | +31.5% | -2.1% |
| 3M | -15.9% | -14.7% | -1.2% | -15.8% |
| 6M | +2.0% | +13.5% | -11.5% | -4.3% |
| YTD | -7.3% | +156.1% | -163.4% | -23.5% |
| 1Y | -4.9% | +141.3% | -146.3% | -21.0% |
| All | +76.3% | +227.7% | -151.3% | +31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling