+60.2%
SCHD vs PBR
+552.2%
-492.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | -2.0% | +5.4% | -7.3% | -2.5% |
| 30D | -0.4% | +22.9% | -23.3% | -2.8% |
| 3M | +5.7% | +19.6% | -13.9% | +3.4% |
| 6M | +11.9% | +16.5% | -4.6% | +9.5% |
| YTD | +26.4% | +86.7% | -60.2% | +16.5% |
| 1Y | +27.6% | +74.7% | -47.1% | +18.4% |
| 3Y | +54.9% | +102.6% | -47.6% | +40.2% |
| All | +60.2% | +552.2% | -492.0% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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