+60.5%
SCHD vs PCOR
-35.6%
+96.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | -0.5% |
| 7D | -2.6% | -9.0% | +6.4% | -1.6% |
| 30D | -0.3% | -7.0% | +6.7% | +0.4% |
| 3M | +6.1% | +18.3% | -12.3% | +3.8% |
| 6M | +11.7% | -7.8% | +19.5% | +11.7% |
| YTD | +26.3% | -25.6% | +51.9% | +29.3% |
| 1Y | +28.8% | -22.7% | +51.5% | +30.8% |
| 3Y | +55.0% | -17.7% | +72.7% | +53.2% |
| 5Y | +60.0% | -42.0% | +102.1% | +55.0% |
| All | +60.5% | -35.6% | +96.1% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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