+115.3%
SCHG vs PCOR
-30.9%
+146.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | +0.2% |
| 7D | -0.7% | -9.0% | +8.3% | +1.7% |
| 30D | +0.2% | +4.2% | -3.9% | -1.1% |
| 3M | +2.2% | +14.4% | -12.2% | -2.1% |
| 6M | +15.0% | +0.2% | +14.8% | +12.7% |
| YTD | +9.2% | -20.3% | +29.4% | +13.3% |
| 1Y | +15.7% | -16.1% | +31.9% | +17.5% |
| 3Y | +87.3% | -14.7% | +102.0% | +81.4% |
| 5Y | +84.5% | -43.2% | +127.6% | +74.6% |
| All | +115.3% | -30.9% | +146.2% | +102.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling