+238.6%
SCHD vs PCG
-76.0%
+314.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.5% |
| 7D | -2.0% | -3.5% | +1.5% | -1.7% |
| 30D | -0.4% | -20.6% | +20.2% | +1.1% |
| 3M | +5.7% | -17.6% | +23.3% | +6.9% |
| 6M | +11.9% | -23.5% | +35.4% | +13.7% |
| YTD | +26.4% | -13.6% | +40.1% | +27.3% |
| 1Y | +27.6% | -11.3% | +38.9% | +28.2% |
| 3Y | +54.9% | -16.9% | +71.9% | +56.0% |
| 5Y | +60.9% | +50.8% | +10.1% | +55.6% |
| All | +238.6% | -76.0% | +314.6% | +243.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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