+77.7%
SCHG vs PCOR
+52.3%
+25.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.3% | +20.7% | -22.0% | -5.2% |
| 30D | -7.9% | +35.7% | -43.5% | -13.7% |
| 3M | -5.4% | +31.1% | -36.5% | -11.1% |
| 6M | -0.6% | +43.1% | -43.7% | -8.8% |
| YTD | +4.1% | +4.8% | -0.7% | +2.3% |
| 1Y | +2.8% | -3.7% | +6.5% | +3.3% |
| 3Y | +77.7% | +46.5% | +31.1% | +61.2% |
| All | +77.7% | +52.3% | +25.3% | +61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling