+595.5%
SCHD vs PCAR
+593.1%
+2.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.4% |
| 7D | -0.5% | +2.2% | -2.7% | -1.4% |
| 30D | +8.3% | +0.3% | +8.0% | +8.0% |
| 3M | +5.9% | -17.9% | +23.9% | +14.4% |
| 6M | +15.3% | -3.4% | +18.7% | +15.9% |
| YTD | +34.5% | -0.1% | +34.6% | +32.6% |
| 1Y | +37.2% | +13.4% | +23.8% | +28.1% |
| 3Y | +73.6% | +37.2% | +36.4% | +45.5% |
| 5Y | +63.7% | +117.3% | -53.7% | +10.2% |
| 10Y | +258.1% | +295.0% | -36.9% | +84.4% |
| All | +595.5% | +593.1% | +2.4% | +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