+60.0%
SCHD vs PCG
+55.2%
+4.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.3% | -0.1% |
| 7D | -2.6% | +6.5% | -9.1% | -3.9% |
| 30D | -0.3% | -16.7% | +16.4% | +2.7% |
| 3M | +6.1% | -14.2% | +20.3% | +8.4% |
| 6M | +11.7% | -21.5% | +33.2% | +16.4% |
| YTD | +26.3% | -11.2% | +37.5% | +27.5% |
| 1Y | +28.8% | -4.2% | +33.0% | +27.3% |
| 3Y | +55.0% | -14.9% | +69.9% | +55.7% |
| 5Y | +60.0% | +54.2% | +5.8% | +39.3% |
| All | +60.0% | +55.2% | +4.8% | +39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling