<?xml version="1.0" encoding="UTF-8"?>

<!--XBRL Document Created with the Workiva Platform-->
<!--Copyright 2026 Workiva-->
<!--r:019ddec9-5add-7f97-9793-54773ed5af5d,g:f5ba0f88-f2f2-4dc6-ba51-c75cb4386a18-->
<xs:schema xmlns:xs="http://www.w3.org/2001/XMLSchema" xmlns:link="http://www.xbrl.org/2003/linkbase" xmlns:pcap="http://www.nuveen.com/20260430" attributeFormDefault="unqualified" elementFormDefault="qualified" targetNamespace="http://www.nuveen.com/20260430">
  <xs:import namespace="http://www.xbrl.org/2003/linkbase" schemaLocation="http://www.xbrl.org/2003/xbrl-linkbase-2003-12-31.xsd"/>
  <xs:import namespace="http://xbrl.sec.gov/cef-pre/2026" schemaLocation="https://xbrl.sec.gov/cef/2026/cef-2026_pre.xsd"/>
  <xs:import namespace="http://xbrl.sec.gov/dei-sub/2026" schemaLocation="https://xbrl.sec.gov/dei/2026/dei-sub-2026.xsd"/>
  <xs:annotation>
    <xs:appinfo/>
  </xs:annotation>
</xs:schema>