+69.5%
PR vs SCHG
+16.6%
+52.9%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -2.0% |
| 7D | +2.9% | -0.7% | +3.6% | +2.6% |
| 30D | +18.0% | +0.2% | +17.8% | +18.2% |
| 3M | +16.9% | +2.2% | +14.6% | +18.7% |
| 6M | +28.2% | +15.0% | +13.2% | +35.5% |
| YTD | +69.3% | +9.2% | +60.2% | +77.5% |
| 1Y | +69.5% | +15.7% | +53.8% | +93.0% |
| All | +69.5% | +16.6% | +52.9% | +93.0% |
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