+209.8%
PFE vs SCHD
+596.8%
-387.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | -0.2% |
| 7D | -1.7% | +2.7% | -4.4% | -3.8% |
| 30D | +0.3% | +7.1% | -6.8% | -4.9% |
| 3M | +9.4% | +5.7% | +3.6% | +4.7% |
| 6M | +14.9% | +15.6% | -0.7% | +2.5% |
| YTD | +23.8% | +34.9% | -11.1% | -2.2% |
| 1Y | +19.5% | +37.4% | -17.8% | -6.9% |
| 3Y | +21.0% | +74.5% | -53.5% | -21.4% |
| 5Y | -23.9% | +63.7% | -87.5% | -48.4% |
| 10Y | +47.8% | +259.1% | -211.2% | -49.4% |
| All | +209.8% | +596.8% | -387.1% | -42.5% |
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