+170.0%
PBF vs SCHG
+16.6%
+153.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.7% |
| 7D | +4.3% | -0.7% | +5.0% | +4.0% |
| 30D | +22.0% | +0.2% | +21.8% | +22.1% |
| 3M | +74.5% | +2.2% | +72.3% | +76.1% |
| 6M | +67.7% | +15.0% | +52.7% | +83.3% |
| YTD | +179.2% | +9.2% | +170.0% | +208.5% |
| 1Y | +170.0% | +15.7% | +154.3% | +228.0% |
| All | +170.0% | +16.6% | +153.4% | +228.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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