+1,660.3%
PLTR vs SCHD
+127.4%
+1,532.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.4% |
| 7D | -4.1% | -2.0% | -2.1% | -1.8% |
| 30D | -2.2% | -0.4% | -1.8% | -1.7% |
| 3M | +27.6% | +5.7% | +21.9% | +19.5% |
| 6M | +10.3% | +11.9% | -1.6% | -3.9% |
| YTD | -5.9% | +26.4% | -32.4% | -29.9% |
| 1Y | +1.7% | +27.6% | -25.9% | -25.3% |
| 3Y | +959.1% | +54.9% | +904.1% | +508.2% |
| 5Y | +536.3% | +60.9% | +475.4% | +276.6% |
| All | +1,660.3% | +127.4% | +1,532.9% | +902.2% |
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