+32.8%
PFE vs SCHG
+459.0%
-426.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.1% |
| 7D | -2.6% | -1.0% | -1.5% | -2.2% |
| 30D | +5.4% | -1.3% | +6.6% | +5.8% |
| 3M | +7.8% | +5.4% | +2.3% | +5.6% |
| 6M | +5.0% | +14.4% | -9.4% | -0.3% |
| YTD | +17.1% | +8.0% | +9.0% | +13.4% |
| 1Y | +19.3% | +12.7% | +6.6% | +13.6% |
| 3Y | -0.9% | +85.6% | -86.6% | -24.2% |
| 5Y | -20.8% | +85.5% | -106.3% | -40.8% |
| All | +32.8% | +459.0% | -426.2% | -53.7% |
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