+220.4%
PR vs SCHG
+68.3%
+152.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -2.9% |
| 7D | -12.4% | +0.3% | -12.7% | -12.6% |
| 30D | -6.6% | -7.2% | +0.7% | -2.2% |
| 3M | +7.5% | -4.7% | +12.2% | +10.3% |
| 6M | +10.8% | +0.1% | +10.7% | +9.2% |
| YTD | +57.0% | +4.8% | +52.2% | +48.5% |
| 1Y | +67.9% | +5.8% | +62.2% | +57.3% |
| 3Y | +87.6% | +82.5% | +5.1% | +14.2% |
| 5Y | +220.4% | +69.8% | +150.6% | +125.9% |
| All | +220.4% | +68.3% | +152.0% | +125.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling