+79.0%
PL vs SCHG
+82.9%
-3.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -0.6% |
| 7D | -7.5% | -0.1% | -7.5% | -7.6% |
| 30D | -25.6% | -1.5% | -24.1% | -24.1% |
| 3M | -45.6% | +4.4% | -50.0% | -48.7% |
| 6M | -29.5% | +15.7% | -45.3% | -41.6% |
| YTD | -9.7% | +8.3% | -18.0% | -17.7% |
| 1Y | +84.4% | +14.2% | +70.1% | +57.6% |
| 3Y | +550.0% | +88.3% | +461.7% | +212.4% |
| 5Y | +79.0% | +83.5% | -4.5% | -0.3% |
| All | +79.0% | +82.9% | -3.9% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling