+112.1%
SCHG vs PCOR
-35.6%
+147.7%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +3.0% | +0.3% |
| 7D | -0.9% | -9.0% | +8.1% | +1.5% |
| 30D | -2.3% | -7.0% | +4.7% | -0.7% |
| 3M | +4.5% | +18.3% | -13.8% | -0.8% |
| 6M | +13.6% | -7.8% | +21.4% | +13.7% |
| YTD | +7.6% | -25.6% | +33.2% | +13.7% |
| 1Y | +13.0% | -22.7% | +35.7% | +17.3% |
| 3Y | +87.0% | -17.7% | +104.7% | +82.4% |
| 5Y | +82.9% | -42.0% | +124.9% | +75.5% |
| All | +112.1% | -35.6% | +147.7% | +103.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling