+447.8%
SCHG vs PFGC
+292.9%
+154.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | -1.0% | -4.8% | +3.7% | -0.1% |
| 30D | -1.3% | -12.5% | +11.3% | +1.4% |
| 3M | +5.4% | -9.7% | +15.2% | +7.4% |
| 6M | +14.4% | +7.0% | +7.4% | +12.4% |
| YTD | +8.0% | +4.5% | +3.6% | +6.3% |
| 1Y | +12.7% | -11.6% | +24.3% | +14.5% |
| 3Y | +85.6% | +58.5% | +27.1% | +66.9% |
| 5Y | +85.5% | +112.6% | -27.1% | +56.4% |
| All | +447.8% | +292.9% | +154.9% | +316.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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