+422.7%
PR vs SCHG
+82.9%
+339.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.8% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | +17.4% | -1.5% | +18.9% | +18.4% |
| 3M | +21.8% | +4.4% | +17.4% | +17.4% |
| 6M | +27.6% | +15.7% | +11.9% | +13.5% |
| YTD | +71.4% | +8.3% | +63.1% | +59.7% |
| 1Y | +78.3% | +14.2% | +64.1% | +58.6% |
| 3Y | +85.5% | +88.3% | -2.8% | +12.1% |
| 5Y | +422.7% | +83.5% | +339.2% | +238.4% |
| All | +422.7% | +82.9% | +339.8% | +238.4% |
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