+628.8%
PNC vs SCHG
+1,132.2%
-503.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | -0.2% |
| 7D | -0.6% | -1.0% | +0.5% | +0.3% |
| 30D | -4.4% | -1.3% | -3.1% | -3.4% |
| 3M | +5.2% | +5.4% | -0.2% | +0.3% |
| 6M | +20.6% | +14.4% | +6.2% | +6.8% |
| YTD | +19.8% | +8.0% | +11.7% | +11.1% |
| 1Y | +24.4% | +12.7% | +11.7% | +10.9% |
| 3Y | +131.2% | +85.6% | +45.6% | +29.6% |
| 5Y | +53.1% | +85.5% | -32.4% | -17.0% |
| 10Y | +276.8% | +456.0% | -179.3% | -38.9% |
| All | +628.8% | +1,132.2% | -503.4% | -53.2% |
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