+53.3%
PCG vs SCHG
+81.2%
-27.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +0.5% | -2.7% | +3.2% | +1.5% |
| 30D | -18.9% | -2.2% | -16.7% | -18.3% |
| 3M | -15.8% | +6.2% | -22.0% | -17.8% |
| 6M | -22.6% | +13.4% | -35.9% | -26.4% |
| YTD | -12.2% | +7.1% | -19.3% | -14.8% |
| 1Y | -7.1% | +12.5% | -19.6% | -11.9% |
| 3Y | -15.8% | +86.2% | -102.0% | -37.3% |
| 5Y | +53.3% | +83.9% | -30.6% | +10.6% |
| All | +53.3% | +81.2% | -27.8% | +10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling