+146.3%
PPL vs SCHG
+1,145.2%
-998.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | +2.7% | -0.7% | +3.4% | +2.9% |
| 30D | +0.5% | +0.2% | +0.2% | +0.3% |
| 3M | +0.7% | +2.2% | -1.6% | -0.5% |
| 6M | -7.6% | +15.0% | -22.6% | -13.0% |
| YTD | +1.8% | +9.2% | -7.3% | -2.3% |
| 1Y | -0.8% | +15.7% | -16.5% | -7.2% |
| 3Y | +56.9% | +87.3% | -30.4% | +15.3% |
| 5Y | +39.5% | +84.5% | -44.9% | +0.7% |
| 10Y | +55.4% | +448.7% | -393.3% | -37.6% |
| All | +146.3% | +1,145.2% | -998.8% | -35.7% |
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