+286.6%
PG vs SCHG
+1,132.2%
-845.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.3% |
| 7D | -0.8% | -1.0% | +0.2% | -0.4% |
| 30D | +0.8% | -1.3% | +2.1% | +1.2% |
| 3M | -1.3% | +5.4% | -6.8% | -3.3% |
| 6M | -3.8% | +14.4% | -18.2% | -8.6% |
| YTD | +3.6% | +8.0% | -4.4% | +0.4% |
| 1Y | -5.7% | +12.7% | -18.5% | -10.4% |
| 3Y | +1.6% | +85.6% | -84.0% | -22.6% |
| 5Y | +14.6% | +85.5% | -70.9% | -14.7% |
| 10Y | +121.2% | +456.0% | -334.8% | -5.3% |
| All | +286.6% | +1,132.2% | -845.7% | +15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling