+102.8%
PBF vs SCHG
+16.2%
+86.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -1.1% |
| 7D | +1.4% | -0.9% | +2.2% | +0.4% |
| 30D | +15.8% | -2.3% | +18.1% | +12.8% |
| 3M | +90.3% | +4.5% | +85.8% | +101.1% |
| 6M | +102.8% | +13.6% | +89.3% | +161.2% |
| All | +102.8% | +16.2% | +86.7% | +161.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling