+60.3%
SCHD vs PBF
+785.3%
-725.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -3.1% | +2.3% | -5.4% | -3.3% |
| 30D | -0.8% | +11.6% | -12.4% | -1.8% |
| 3M | +6.2% | +81.7% | -75.5% | +0.6% |
| 6M | +11.8% | +96.4% | -84.6% | +4.6% |
| YTD | +26.0% | +189.5% | -163.5% | +13.1% |
| 1Y | +28.1% | +180.7% | -152.6% | +14.7% |
| 3Y | +54.6% | +56.6% | -2.0% | +41.2% |
| 5Y | +60.3% | +802.0% | -741.7% | +26.7% |
| All | +60.3% | +785.3% | -725.0% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling