+84.0%
SCHG vs PTC
-10.7%
+94.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -2.7% | -14.2% | +11.5% | +1.6% |
| 30D | -2.2% | -14.4% | +12.2% | +2.1% |
| 3M | +6.2% | -4.7% | +10.9% | +6.7% |
| 6M | +13.4% | -19.3% | +32.7% | +20.8% |
| YTD | +7.1% | -26.1% | +33.2% | +17.8% |
| 1Y | +12.5% | -37.1% | +49.6% | +31.8% |
| All | +84.0% | -10.7% | +94.7% | +70.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling