+13.0%
SCHG vs PCOR
-23.7%
+36.7%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +3.0% | -0.3% |
| 7D | -0.9% | -9.0% | +8.1% | +0.1% |
| 30D | -2.3% | -7.0% | +4.7% | -1.6% |
| 3M | +4.5% | +18.3% | -13.8% | +2.7% |
| 6M | +13.6% | -7.8% | +21.4% | +13.8% |
| YTD | +7.6% | -25.6% | +33.2% | +11.1% |
| 1Y | +13.0% | -22.7% | +35.7% | +17.3% |
| All | +13.0% | -23.7% | +36.7% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling