+66.2%
PWR vs SCHG
+16.6%
+49.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.6% |
| 7D | +3.6% | -0.7% | +4.3% | +4.3% |
| 30D | -8.6% | +0.2% | -8.8% | -8.9% |
| 3M | -13.2% | +2.2% | -15.4% | -15.5% |
| 6M | +9.9% | +15.0% | -5.1% | -5.2% |
| YTD | +48.0% | +9.2% | +38.9% | +35.9% |
| 1Y | +66.2% | +15.7% | +50.4% | +44.2% |
| All | +66.2% | +16.6% | +49.5% | +44.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling