+63.9%
SCHD vs PCOR
-30.9%
+94.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | -0.3% |
| 7D | -0.3% | -9.0% | +8.7% | +0.7% |
| 30D | +3.4% | +4.2% | -0.7% | +2.9% |
| 3M | +7.6% | +14.4% | -6.8% | +5.7% |
| 6M | +12.2% | +0.2% | +12.0% | +11.2% |
| YTD | +29.0% | -20.3% | +49.2% | +31.0% |
| 1Y | +30.3% | -16.1% | +46.4% | +31.1% |
| 3Y | +56.1% | -14.7% | +70.9% | +53.7% |
| 5Y | +60.4% | -43.2% | +103.6% | +54.4% |
| All | +63.9% | -30.9% | +94.8% | +58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling