+243.1%
SCHD vs PCAR
+361.0%
-117.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -2.6% | -0.2% | -2.4% | -2.6% |
| 30D | -0.3% | -6.9% | +6.6% | +2.7% |
| 3M | +6.1% | +2.1% | +4.0% | +4.6% |
| 6M | +11.7% | +1.6% | +10.1% | +9.9% |
| YTD | +26.3% | +12.2% | +14.1% | +18.6% |
| 1Y | +28.8% | +28.0% | +0.7% | +13.5% |
| 3Y | +55.0% | +61.0% | -5.9% | +19.0% |
| 5Y | +60.0% | +163.9% | -103.9% | -5.6% |
| 10Y | +243.1% | +367.9% | -124.8% | +57.0% |
| All | +243.1% | +361.0% | -117.9% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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