+2,196.9%
PH vs SCHG
+1,127.0%
+1,069.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | 0.0% |
| 7D | 0.0% | -0.9% | +0.9% | +0.9% |
| 30D | -10.3% | -2.3% | -8.0% | -8.2% |
| 3M | +5.1% | +4.5% | +0.5% | 0.0% |
| 6M | +2.3% | +13.6% | -11.3% | -11.2% |
| YTD | +8.7% | +7.6% | +1.1% | -0.4% |
| 1Y | +26.8% | +13.0% | +13.7% | +9.7% |
| 3Y | +139.2% | +87.0% | +52.2% | +20.6% |
| 5Y | +251.1% | +82.9% | +168.3% | +75.1% |
| 10Y | +812.6% | +453.6% | +358.9% | +12.3% |
| All | +2,196.9% | +1,127.0% | +1,069.9% | -0.4% |
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