-76.3%
PCG vs SCHG
+459.0%
-535.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.1% |
| 7D | -3.5% | -1.0% | -2.5% | -2.9% |
| 30D | -20.6% | -1.3% | -19.3% | -20.0% |
| 3M | -17.6% | +5.4% | -23.0% | -20.3% |
| 6M | -23.5% | +14.4% | -37.9% | -29.9% |
| YTD | -13.6% | +8.0% | -21.7% | -18.3% |
| 1Y | -11.3% | +12.7% | -24.1% | -18.7% |
| 3Y | -16.9% | +85.6% | -102.5% | -47.0% |
| 5Y | +50.8% | +85.5% | -34.7% | -6.0% |
| All | -76.3% | +459.0% | -535.3% | -93.0% |
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