+83.0%
PL vs SCHG
+106.9%
-23.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.1% |
| 7D | -9.3% | -0.7% | -8.6% | -8.6% |
| 30D | -18.9% | +0.2% | -19.2% | -19.3% |
| 3M | -58.4% | +2.2% | -60.6% | -59.0% |
| 6M | -30.3% | +15.0% | -45.3% | -41.5% |
| YTD | -8.1% | +9.2% | -17.3% | -17.0% |
| 1Y | +180.5% | +15.7% | +164.8% | +137.2% |
| 3Y | +444.1% | +87.3% | +356.9% | +169.7% |
| 5Y | +83.0% | +84.5% | -1.4% | -2.2% |
| All | +83.0% | +106.9% | -23.9% | -2.7% |
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 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