+238.6%
SCHD vs PBF
+374.8%
-136.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.2% |
| 7D | -2.0% | +5.3% | -7.3% | -2.5% |
| 30D | -0.4% | +11.7% | -12.1% | -1.8% |
| 3M | +5.7% | +91.1% | -85.4% | -2.5% |
| 6M | +11.9% | +88.4% | -76.6% | +2.6% |
| YTD | +26.4% | +194.1% | -167.6% | +9.2% |
| 1Y | +27.6% | +180.4% | -152.8% | +10.1% |
| 3Y | +54.9% | +59.3% | -4.4% | +39.1% |
| 5Y | +60.9% | +816.3% | -755.3% | +10.2% |
| All | +238.6% | +374.8% | -136.2% | +125.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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