+53.4%
PPL vs SCHG
+454.2%
-400.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -2.6% | -2.7% | +0.2% | -1.6% |
| 30D | -3.0% | -2.2% | -0.8% | -2.3% |
| 3M | -3.9% | +6.2% | -10.0% | -6.1% |
| 6M | -8.9% | +13.4% | -22.2% | -13.4% |
| YTD | -0.8% | +7.1% | -7.9% | -3.8% |
| 1Y | -2.1% | +12.5% | -14.7% | -7.1% |
| 3Y | +51.4% | +86.2% | -34.8% | +12.5% |
| 5Y | +36.3% | +83.9% | -47.7% | -0.6% |
| All | +53.4% | +454.2% | -400.9% | -37.1% |
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