-76.0%
PCG vs SCHG
+432.0%
-508.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +2.9% | +2.6% |
| 7D | +2.2% | +2.7% | -0.6% | +0.5% |
| 30D | +0.8% | -5.2% | +5.9% | +3.7% |
| 3M | -23.8% | -5.2% | -18.6% | -21.7% |
| 6M | -19.6% | -0.6% | -19.0% | -20.0% |
| YTD | -16.7% | +4.7% | -21.5% | -20.0% |
| 1Y | -19.4% | +6.0% | -25.4% | -23.3% |
| 3Y | -18.3% | +78.9% | -97.2% | -46.8% |
| 5Y | +10.4% | +69.9% | -59.5% | -26.6% |
| All | -76.0% | +432.0% | -508.0% | -92.7% |
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