+241.1%
PG vs SCHD
+553.1%
-312.0%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | -0.8% | -2.0% | +1.2% | +0.5% |
| 30D | +0.8% | -0.4% | +1.2% | +1.1% |
| 3M | -1.3% | +5.7% | -7.1% | -4.9% |
| 6M | -3.8% | +11.9% | -15.7% | -10.8% |
| YTD | +3.6% | +26.4% | -22.8% | -11.4% |
| 1Y | -5.7% | +27.6% | -33.3% | -20.0% |
| 3Y | +1.6% | +54.9% | -53.4% | -25.3% |
| 5Y | +14.6% | +60.9% | -46.3% | -18.6% |
| 10Y | +121.2% | +243.4% | -122.2% | -14.6% |
| All | +241.1% | +553.1% | -312.0% | -19.0% |
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