+69.9%
PR vs SCHG
+3.6%
+66.3%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +0.7% |
| 7D | -9.5% | -1.3% | -8.2% | -9.8% |
| 30D | -5.7% | -7.9% | +2.2% | -9.3% |
| 3M | +3.0% | -5.4% | +8.4% | +0.6% |
| 6M | +11.8% | -0.6% | +12.4% | +12.9% |
| YTD | +58.5% | +4.1% | +54.4% | +64.2% |
| 1Y | +69.9% | +2.8% | +67.1% | +77.9% |
| All | +69.9% | +3.6% | +66.3% | +77.9% |
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 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