+60.7%
SCHD vs PCAR
+168.7%
-108.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.6% | -0.5% |
| 7D | -1.1% | 0.0% | -1.2% | -1.2% |
| 30D | +1.5% | -7.7% | +9.2% | +4.2% |
| 3M | +7.4% | +3.7% | +3.7% | +5.7% |
| 6M | +12.4% | +2.3% | +10.1% | +10.6% |
| YTD | +27.5% | +12.8% | +14.7% | +20.9% |
| 1Y | +30.0% | +27.8% | +2.3% | +17.4% |
| 3Y | +56.5% | +61.8% | -5.3% | +24.4% |
| 5Y | +60.7% | +168.2% | -107.5% | -0.1% |
| All | +60.7% | +168.7% | -108.1% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling