+54.6%
PPL vs SCHG
+454.2%
-399.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | 0.0% |
| 7D | -1.8% | -2.7% | +1.0% | -0.8% |
| 30D | -2.2% | -2.2% | 0.0% | -1.5% |
| 3M | -3.1% | +6.2% | -9.2% | -5.3% |
| 6M | -8.1% | +13.4% | -21.5% | -12.7% |
| YTD | 0.0% | +7.1% | -7.1% | -3.0% |
| 1Y | -1.3% | +12.5% | -13.8% | -6.3% |
| 3Y | +52.7% | +86.2% | -33.5% | +13.5% |
| 5Y | +37.4% | +83.9% | -46.5% | +0.2% |
| All | +54.6% | +454.2% | -399.6% | -36.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling