+1,117.7%
SCHG vs PHM
+1,296.9%
-179.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.4% |
| 7D | -0.9% | -3.9% | +3.0% | +0.2% |
| 30D | -2.3% | -8.6% | +6.3% | 0.0% |
| 3M | +4.5% | -2.9% | +7.5% | +4.9% |
| 6M | +13.6% | -5.7% | +19.3% | +14.5% |
| YTD | +7.6% | +1.9% | +5.7% | +5.8% |
| 1Y | +13.0% | -12.3% | +25.4% | +15.4% |
| 3Y | +87.0% | +50.8% | +36.2% | +59.4% |
| 5Y | +82.9% | +157.3% | -74.4% | +31.7% |
| 10Y | +453.6% | +566.5% | -112.9% | +195.5% |
| All | +1,117.7% | +1,296.9% | -179.2% | +396.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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