+1,126.0%
SCHG vs PTC
+706.7%
+419.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.5% | +4.7% | +1.2% |
| 7D | -0.1% | -12.8% | +12.7% | +5.0% |
| 30D | -1.5% | -9.8% | +8.3% | +2.0% |
| 3M | +4.4% | -2.1% | +6.5% | +3.7% |
| 6M | +15.7% | -18.1% | +33.8% | +22.5% |
| YTD | +8.3% | -23.5% | +31.8% | +17.3% |
| 1Y | +14.2% | -37.4% | +51.6% | +33.3% |
| 3Y | +88.3% | -7.2% | +95.5% | +85.2% |
| 5Y | +83.5% | +2.7% | +80.8% | +71.2% |
| 10Y | +444.2% | +203.4% | +240.8% | +222.6% |
| All | +1,126.0% | +706.7% | +419.4% | +345.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling