+58.1%
PPL vs SCHG
+78.3%
-20.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.7% | 0.0% |
| 7D | 0.0% | -1.3% | +1.3% | 0.0% |
| 30D | +4.3% | -7.9% | +12.2% | +4.1% |
| 3M | +2.9% | -5.4% | +8.4% | +2.8% |
| 6M | +1.1% | -0.6% | +1.7% | +1.1% |
| YTD | +4.5% | +4.1% | +0.3% | +4.4% |
| 1Y | +0.1% | +2.8% | -2.7% | 0.0% |
| All | +58.1% | +78.3% | -20.1% | +45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling