+70.1%
SCHD vs PCOR
-9.2%
+79.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +0.8% | +20.7% | -19.9% | -1.4% |
| 30D | +8.4% | +35.7% | -27.2% | +4.7% |
| 3M | +5.6% | +31.1% | -25.4% | +2.2% |
| 6M | +15.1% | +43.1% | -28.0% | +9.9% |
| YTD | +33.8% | +4.8% | +29.0% | +31.6% |
| 1Y | +38.5% | -3.7% | +42.2% | +37.7% |
| 3Y | +72.7% | +46.5% | +26.2% | +60.3% |
| 5Y | +63.1% | -17.3% | +80.4% | +51.9% |
| All | +70.1% | -9.2% | +79.3% | +59.0% |
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