+504.1%
SCHG vs PFGC
+403.3%
+100.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | -0.9% | -3.7% | +2.8% | -0.1% |
| 30D | -2.3% | -16.0% | +13.7% | +1.0% |
| 3M | +4.5% | -4.1% | +8.7% | +5.2% |
| 6M | +13.6% | +8.7% | +4.8% | +11.3% |
| YTD | +7.6% | +6.4% | +1.2% | +5.5% |
| 1Y | +13.0% | -8.4% | +21.4% | +14.0% |
| 3Y | +87.0% | +61.8% | +25.2% | +67.6% |
| 5Y | +82.9% | +108.7% | -25.9% | +54.8% |
| 10Y | +453.6% | +298.1% | +155.5% | +310.6% |
| All | +504.1% | +403.3% | +100.8% | +329.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling