+797.8%
PH vs SCHG
+459.0%
+338.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +0.9% |
| 7D | -1.3% | -1.0% | -0.2% | -0.3% |
| 30D | -11.0% | -1.3% | -9.7% | -10.0% |
| 3M | +5.5% | +5.4% | +0.1% | +0.1% |
| 6M | +1.5% | +14.4% | -12.9% | -11.2% |
| YTD | +8.8% | +8.0% | +0.7% | +0.2% |
| 1Y | +24.5% | +12.7% | +11.8% | +9.7% |
| 3Y | +141.2% | +85.6% | +55.6% | +31.7% |
| 5Y | +256.3% | +85.5% | +170.8% | +90.6% |
| All | +797.8% | +459.0% | +338.8% | +32.7% |
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