+159.2%
PR vs SCHG
+458.6%
-299.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.7% | +1.1% | +1.6% |
| 7D | -0.5% | -0.9% | +0.4% | +0.1% |
| 30D | -4.6% | -5.9% | +1.3% | -0.9% |
| 3M | +4.7% | -3.4% | +8.0% | +6.5% |
| 6M | +12.4% | +1.1% | +11.4% | +10.1% |
| YTD | +62.9% | +5.9% | +57.0% | +52.8% |
| 1Y | +70.6% | +4.6% | +66.0% | +61.1% |
| 3Y | +90.0% | +80.6% | +9.4% | +19.4% |
| 5Y | +255.5% | +73.9% | +181.6% | +125.3% |
| 10Y | +78.7% | +438.8% | -360.0% | -23.9% |
| All | +159.2% | +458.6% | -299.4% | +10.4% |
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 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