+200.6%
PFE vs SCHD
+566.1%
-365.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.5% | -0.6% |
| 7D | +1.8% | -0.3% | +2.0% | +2.0% |
| 30D | +10.2% | +3.4% | +6.8% | +7.4% |
| 3M | +12.7% | +7.6% | +5.0% | +6.4% |
| 6M | +10.5% | +12.2% | -1.6% | +1.0% |
| YTD | +20.2% | +29.0% | -8.8% | -1.7% |
| 1Y | +24.1% | +30.3% | -6.2% | +0.9% |
| 3Y | -3.6% | +56.1% | -59.7% | -31.7% |
| 5Y | -20.9% | +60.4% | -81.3% | -45.5% |
| 10Y | +35.8% | +241.3% | -205.4% | -51.5% |
| All | +200.6% | +566.1% | -365.4% | -42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling