+78.6%
PR vs SCHG
+13.2%
+65.4%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.4% |
| 7D | -0.8% | -0.9% | 0.0% | -1.2% |
| 30D | +11.3% | -2.3% | +13.5% | +10.3% |
| 3M | +24.1% | +4.5% | +19.5% | +26.4% |
| 6M | +25.4% | +13.6% | +11.8% | +31.7% |
| YTD | +71.2% | +7.6% | +63.6% | +78.5% |
| 1Y | +78.6% | +13.0% | +65.6% | +99.3% |
| All | +78.6% | +13.2% | +65.4% | +99.3% |
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