+87.0%
SCHW vs PENG
+97.1%
-10.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.8% | +5.5% | +1.1% |
| 7D | -2.8% | 0.0% | -2.7% | -2.8% |
| 30D | -0.1% | -15.2% | +15.1% | +1.1% |
| 3M | +20.6% | -16.9% | +37.5% | +20.2% |
| 6M | +15.9% | +161.5% | -145.6% | -1.2% |
| YTD | +8.5% | +148.6% | -140.1% | -7.3% |
| 1Y | +17.8% | +89.6% | -71.8% | +3.5% |
| All | +87.0% | +97.1% | -10.1% | +51.7% |
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