-0.4%
PL vs SCHG
+5.5%
-5.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.3% | -7.6% | -8.7% |
| 7D | -11.7% | -2.5% | -9.2% | -7.3% |
| 30D | -27.1% | -5.4% | -21.7% | -18.5% |
| 3M | -44.6% | -2.2% | -42.4% | -41.8% |
| 6M | -67.2% | +5.2% | -72.3% | -68.4% |
| YTD | -35.9% | +6.8% | -42.6% | -35.7% |
| 1Y | -0.4% | +5.9% | -6.3% | +1.6% |
| All | -0.4% | +5.5% | -5.9% | +1.6% |
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