+553.6%
SCHD vs PBR
+244.3%
+309.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | -2.0% | +5.4% | -7.3% | -2.7% |
| 30D | -0.4% | +22.9% | -23.3% | -3.3% |
| 3M | +5.7% | +19.6% | -13.9% | +2.9% |
| 6M | +11.9% | +16.5% | -4.6% | +9.0% |
| YTD | +26.4% | +86.7% | -60.2% | +15.1% |
| 1Y | +27.6% | +74.7% | -47.1% | +17.1% |
| 3Y | +54.9% | +102.6% | -47.6% | +37.8% |
| 5Y | +60.9% | +566.6% | -505.7% | +17.7% |
| 10Y | +243.4% | +686.1% | -442.6% | +127.5% |
| All | +553.6% | +244.3% | +309.2% | +337.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling