+1,122.9%
SCHG vs PNR
+249.5%
+873.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.1% | +1.0% |
| 7D | -1.0% | -6.0% | +5.0% | +1.6% |
| 30D | -1.3% | -14.0% | +12.7% | +5.2% |
| 3M | +5.4% | -21.7% | +27.1% | +15.6% |
| 6M | +14.4% | -37.3% | +51.7% | +37.5% |
| YTD | +8.0% | -45.1% | +53.2% | +37.0% |
| 1Y | +12.7% | -49.1% | +61.9% | +47.7% |
| 3Y | +85.6% | -14.8% | +100.4% | +88.7% |
| 5Y | +85.5% | -21.0% | +106.5% | +90.7% |
| 10Y | +456.0% | +64.7% | +391.3% | +288.7% |
| All | +1,122.9% | +249.5% | +873.4% | +432.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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