+210.9%
PM vs SCHG
+459.0%
-248.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.4% |
| 7D | +4.7% | -1.0% | +5.7% | +5.0% |
| 30D | +2.6% | -1.3% | +3.9% | +3.0% |
| 3M | +6.6% | +5.4% | +1.1% | +4.5% |
| 6M | +16.5% | +14.4% | +2.1% | +10.6% |
| YTD | +21.2% | +8.0% | +13.1% | +17.4% |
| 1Y | +17.9% | +12.7% | +5.2% | +12.1% |
| 3Y | +129.8% | +85.6% | +44.2% | +73.3% |
| 5Y | +133.0% | +85.5% | +47.5% | +72.0% |
| All | +210.9% | +459.0% | -248.1% | +15.0% |
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