+705.1%
PM vs SCHG
+1,135.4%
-430.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.5% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | -2.6% | -1.5% | -1.1% | -2.0% |
| 3M | +5.8% | +4.4% | +1.4% | +3.6% |
| 6M | +10.6% | +15.7% | -5.2% | +3.3% |
| YTD | +17.2% | +8.3% | +8.9% | +12.6% |
| 1Y | +17.6% | +14.2% | +3.4% | +10.0% |
| 3Y | +124.3% | +88.3% | +36.0% | +60.6% |
| 5Y | +125.1% | +83.5% | +41.6% | +58.8% |
| 10Y | +198.6% | +444.2% | -245.6% | +4.5% |
| All | +705.1% | +1,135.4% | -430.3% | +65.7% |
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