+28.2%
PH vs SCHG
+16.6%
+11.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.2% |
| 7D | -3.1% | -0.7% | -2.4% | -2.8% |
| 30D | -3.2% | +0.2% | -3.5% | -3.3% |
| 3M | +10.6% | +2.2% | +8.3% | +9.4% |
| 6M | -2.1% | +15.0% | -17.2% | -9.8% |
| YTD | +10.2% | +9.2% | +1.0% | +3.4% |
| 1Y | +28.2% | +15.7% | +12.5% | +13.8% |
| All | +28.2% | +16.6% | +11.6% | +13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling