+86.2%
PR vs SCHG
+443.8%
-357.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.3% |
| 7D | -0.8% | -0.9% | 0.0% | -0.3% |
| 30D | +11.3% | -2.3% | +13.5% | +12.9% |
| 3M | +24.1% | +4.5% | +19.5% | +19.3% |
| 6M | +25.4% | +13.6% | +11.8% | +12.5% |
| YTD | +71.2% | +7.6% | +63.6% | +59.5% |
| 1Y | +78.6% | +13.0% | +65.6% | +59.5% |
| 3Y | +85.2% | +87.0% | -1.7% | +12.7% |
| 5Y | +419.0% | +82.9% | +336.2% | +215.9% |
| 10Y | +86.2% | +453.6% | -367.4% | -24.8% |
| All | +86.2% | +443.8% | -357.6% | -24.8% |
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 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