+87.6%
PR vs SCHG
+80.7%
+6.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -2.5% |
| 7D | -12.4% | +0.3% | -12.7% | -12.6% |
| 30D | -6.6% | -7.2% | +0.7% | -3.1% |
| 3M | +7.5% | -4.7% | +12.2% | +9.7% |
| 6M | +10.8% | +0.1% | +10.7% | +9.4% |
| YTD | +57.0% | +4.8% | +52.2% | +50.1% |
| 1Y | +67.9% | +5.8% | +62.2% | +58.9% |
| 3Y | +87.6% | +82.5% | +5.1% | +15.7% |
| All | +87.6% | +80.7% | +6.9% | +15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling