+797.2%
PCAR vs SCHG
+1,145.2%
-348.0%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.8% |
| 7D | -0.5% | -0.7% | +0.2% | +0.1% |
| 30D | -6.2% | +0.2% | -6.5% | -6.5% |
| 3M | +5.9% | +2.2% | +3.7% | +3.8% |
| 6M | +0.4% | +15.0% | -14.6% | -10.6% |
| YTD | +14.8% | +9.2% | +5.7% | +6.5% |
| 1Y | +30.1% | +15.7% | +14.4% | +14.6% |
| 3Y | +66.6% | +87.3% | -20.6% | -4.3% |
| 5Y | +166.1% | +84.5% | +81.7% | +48.5% |
| 10Y | +353.7% | +448.7% | -95.0% | -31.5% |
| All | +797.2% | +1,145.2% | -348.0% | -53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling