-16.0%
PCG vs SCHG
+5.5%
-21.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.4% | +0.9% |
| 7D | +1.9% | -2.5% | +4.4% | +1.8% |
| 30D | +8.5% | -5.4% | +13.9% | +8.2% |
| 3M | -22.9% | -2.2% | -20.7% | -22.8% |
| 6M | -16.8% | +5.2% | -21.9% | -16.2% |
| YTD | -15.8% | +6.8% | -22.6% | -17.1% |
| 1Y | -16.0% | +5.9% | -21.9% | -17.4% |
| All | -16.0% | +5.5% | -21.5% | -17.4% |
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