+362.4%
PCAR vs SCHG
+459.0%
-96.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | -0.4% |
| 7D | -1.6% | -1.0% | -0.5% | -0.9% |
| 30D | -6.4% | -1.3% | -5.1% | -5.7% |
| 3M | +4.7% | +5.4% | -0.8% | +1.2% |
| 6M | +4.5% | +14.4% | -9.9% | -4.0% |
| YTD | +13.0% | +8.0% | +5.0% | +7.4% |
| 1Y | +23.6% | +12.7% | +10.9% | +14.2% |
| 3Y | +60.7% | +85.6% | -24.9% | +6.9% |
| 5Y | +164.5% | +85.5% | +79.0% | +71.7% |
| All | +362.4% | +459.0% | -96.6% | +2.0% |
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