-56.3%
PCG vs SCHG
+1,127.0%
-1,183.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -3.9% |
| 7D | +6.5% | -0.9% | +7.3% | +7.0% |
| 30D | -16.7% | -2.3% | -14.4% | -15.7% |
| 3M | -14.2% | +4.5% | -18.7% | -16.5% |
| 6M | -21.5% | +13.6% | -35.0% | -27.3% |
| YTD | -11.2% | +7.6% | -18.8% | -15.5% |
| 1Y | -4.2% | +13.0% | -17.2% | -11.6% |
| 3Y | -14.9% | +87.0% | -101.9% | -43.3% |
| 5Y | +54.2% | +82.9% | -28.6% | +1.7% |
| 10Y | -75.3% | +453.6% | -529.0% | -91.4% |
| All | -56.3% | +1,127.0% | -1,183.3% | -89.9% |
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 1990-01-01 to 2026-09-09: 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling