+459.7%
SCHD vs PBF
+317.1%
+142.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.3% | -4.4% | -1.5% |
| 7D | -1.1% | +2.4% | -3.5% | -1.4% |
| 30D | +1.5% | +24.9% | -23.4% | -1.2% |
| 3M | +7.4% | +81.9% | -74.4% | -0.4% |
| 6M | +12.4% | +79.4% | -67.0% | +3.6% |
| YTD | +27.5% | +188.3% | -160.8% | +10.6% |
| 1Y | +30.0% | +177.3% | -147.2% | +12.5% |
| 3Y | +56.5% | +56.0% | +0.5% | +41.0% |
| 5Y | +60.7% | +804.0% | -743.3% | +11.1% |
| 10Y | +237.8% | +334.1% | -96.3% | +120.7% |
| All | +459.7% | +317.1% | +142.6% | +250.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling