+662.0%
PBR vs SCHG
+459.0%
+203.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.5% |
| 7D | +5.4% | -1.0% | +6.4% | +6.1% |
| 30D | +22.9% | -1.3% | +24.1% | +23.8% |
| 3M | +19.6% | +5.4% | +14.2% | +14.2% |
| 6M | +16.5% | +14.4% | +2.1% | +3.4% |
| YTD | +86.7% | +8.0% | +78.6% | +73.0% |
| 1Y | +74.7% | +12.7% | +62.0% | +55.8% |
| 3Y | +102.6% | +85.6% | +17.0% | +13.6% |
| 5Y | +566.6% | +85.5% | +481.1% | +254.8% |
| All | +662.0% | +459.0% | +203.0% | -18.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling