+597.4%
SCHD vs PCG
-60.2%
+657.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.6% | +0.3% |
| 7D | +2.7% | +2.2% | +0.5% | +2.5% |
| 30D | +7.1% | +0.8% | +6.4% | +7.1% |
| 3M | +5.7% | -23.8% | +29.5% | +7.8% |
| 6M | +15.6% | -19.6% | +35.2% | +17.2% |
| YTD | +34.9% | -16.7% | +51.6% | +36.3% |
| 1Y | +37.4% | -19.4% | +56.7% | +39.1% |
| 3Y | +74.5% | -18.3% | +92.8% | +76.0% |
| 5Y | +63.7% | +10.4% | +53.3% | +60.7% |
| 10Y | +259.1% | -76.1% | +335.2% | +301.8% |
| All | +597.4% | -60.2% | +657.6% | +529.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling