+447.8%
SCHG vs PTC
+205.0%
+242.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.2% |
| 7D | -1.0% | -7.3% | +6.2% | +1.8% |
| 30D | -1.3% | -11.6% | +10.4% | +3.2% |
| 3M | +5.4% | +10.5% | -5.0% | +0.3% |
| 6M | +14.4% | -17.8% | +32.2% | +21.4% |
| YTD | +8.0% | -24.9% | +33.0% | +18.6% |
| 1Y | +12.7% | -36.8% | +49.6% | +32.6% |
| 3Y | +85.6% | -8.7% | +94.3% | +82.5% |
| 5Y | +85.5% | +4.1% | +81.4% | +69.9% |
| All | +447.8% | +205.0% | +242.8% | +238.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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