+447.8%
SCHG vs PPG
+26.9%
+420.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.4% | +0.7% |
| 7D | -1.0% | -6.2% | +5.2% | +1.7% |
| 30D | -1.3% | -7.9% | +6.7% | +2.2% |
| 3M | +5.4% | -10.2% | +15.7% | +9.9% |
| 6M | +14.4% | +2.7% | +11.8% | +11.7% |
| YTD | +8.0% | +4.9% | +3.1% | +3.7% |
| 1Y | +12.7% | -3.2% | +15.9% | +11.8% |
| 3Y | +85.6% | -17.0% | +102.6% | +93.4% |
| 5Y | +85.5% | -23.3% | +108.8% | +95.8% |
| All | +447.8% | +26.9% | +420.9% | +341.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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