+209.5%
SCHW vs PENG
+755.0%
-545.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.1% |
| 7D | -1.3% | +7.8% | -9.1% | -2.4% |
| 30D | -0.4% | -12.2% | +11.8% | +1.2% |
| 3M | +21.7% | -20.6% | +42.3% | +22.4% |
| 6M | +13.0% | +180.9% | -168.0% | -10.0% |
| YTD | +8.0% | +162.3% | -154.2% | -13.3% |
| 1Y | +15.8% | +107.3% | -91.5% | -4.1% |
| 3Y | +87.7% | +110.8% | -23.0% | +43.8% |
| 5Y | +59.7% | +117.8% | -58.2% | +17.1% |
| All | +209.5% | +755.0% | -545.5% | +97.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling