-0.2%
PPL vs SCHG
+13.2%
-13.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.6% |
| 7D | 0.0% | -0.9% | +0.9% | -0.1% |
| 30D | -1.3% | -2.3% | +1.0% | -1.5% |
| 3M | -2.6% | +4.5% | -7.1% | -2.0% |
| 6M | -8.4% | +13.6% | -22.0% | -7.9% |
| YTD | +0.2% | +7.6% | -7.4% | +0.3% |
| 1Y | -0.2% | +13.0% | -13.3% | +0.8% |
| All | -0.2% | +13.2% | -13.5% | +0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling