+1,248.2%
PANW vs SCHD
+244.5%
+1,003.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.6% |
| 7D | -0.8% | -2.0% | +1.2% | +0.6% |
| 30D | -14.6% | -0.4% | -14.2% | -14.5% |
| 3M | +18.3% | +5.7% | +12.6% | +13.0% |
| 6M | +100.5% | +11.9% | +88.6% | +83.2% |
| YTD | +79.5% | +26.4% | +53.1% | +48.8% |
| 1Y | +66.7% | +27.6% | +39.1% | +37.1% |
| 3Y | +161.2% | +54.9% | +106.3% | +83.8% |
| 5Y | +322.2% | +60.9% | +261.3% | +190.6% |
| All | +1,248.2% | +244.5% | +1,003.7% | +405.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHD.
Daily Out/Under-Performance
Portfolio return minus SCHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHD 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 SCHD 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