+169.5%
PR vs SCHG
+476.0%
-306.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.0% |
| 7D | +2.9% | -0.7% | +3.6% | +3.4% |
| 30D | +18.0% | +0.2% | +17.8% | +17.7% |
| 3M | +16.9% | +2.2% | +14.6% | +14.3% |
| 6M | +28.2% | +15.0% | +13.2% | +14.3% |
| YTD | +69.3% | +9.2% | +60.2% | +56.4% |
| 1Y | +69.5% | +15.7% | +53.8% | +49.1% |
| 3Y | +81.7% | +87.3% | -5.6% | +11.5% |
| 5Y | +422.2% | +84.5% | +337.8% | +218.9% |
| 10Y | +110.4% | +448.7% | -338.3% | -11.9% |
| All | +169.5% | +476.0% | -306.5% | +13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling