+85.6%
SCHG vs PFG
+70.6%
+15.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.2% | +0.5% |
| 7D | -1.0% | -0.4% | -0.6% | -0.9% |
| 30D | -1.3% | +2.9% | -4.1% | -2.4% |
| 3M | +5.4% | +6.7% | -1.3% | +2.5% |
| 6M | +14.4% | +33.8% | -19.4% | +1.4% |
| YTD | +8.0% | +35.0% | -26.9% | -4.9% |
| 1Y | +12.7% | +46.4% | -33.7% | -4.4% |
| 3Y | +85.6% | +71.6% | +14.0% | +47.7% |
| All | +85.6% | +70.6% | +15.0% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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