+588.3%
SCHD vs PCAR
+575.5%
+12.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.3% | -0.1% |
| 7D | -0.7% | +2.9% | -3.6% | -1.9% |
| 30D | +7.9% | -2.1% | +10.0% | +8.7% |
| 3M | +6.0% | -20.4% | +26.4% | +15.9% |
| 6M | +14.5% | -7.0% | +21.5% | +17.0% |
| YTD | +33.2% | -2.6% | +35.8% | +32.6% |
| 1Y | +38.1% | +9.8% | +28.3% | +30.7% |
| 3Y | +73.5% | +37.3% | +36.3% | +45.2% |
| 5Y | +62.5% | +116.4% | -54.0% | +9.5% |
| 10Y | +253.7% | +293.0% | -39.2% | +82.6% |
| All | +588.3% | +575.5% | +12.9% | +181.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling