+85.6%
SCHG vs PFGC
+58.8%
+26.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -1.0% | -4.8% | +3.7% | +0.2% |
| 30D | -1.3% | -12.5% | +11.3% | +2.1% |
| 3M | +5.4% | -9.7% | +15.2% | +7.8% |
| 6M | +14.4% | +7.0% | +7.4% | +11.2% |
| YTD | +8.0% | +4.5% | +3.6% | +4.9% |
| 1Y | +12.7% | -11.6% | +24.3% | +15.8% |
| 3Y | +85.6% | +58.5% | +27.1% | +56.2% |
| All | +85.6% | +58.8% | +26.8% | +56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling