+180.0%
SCHD vs PDD
+198.2%
-18.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -0.5% | -3.8% | +3.3% | -0.4% |
| 30D | +8.3% | -2.4% | +10.7% | +8.4% |
| 3M | +5.9% | -12.7% | +18.6% | +6.6% |
| 6M | +15.3% | -20.0% | +35.3% | +16.3% |
| YTD | +34.5% | -30.3% | +64.9% | +36.5% |
| 1Y | +37.2% | -42.4% | +79.5% | +40.4% |
| 3Y | +73.6% | -27.5% | +101.2% | +73.7% |
| 5Y | +63.7% | -14.9% | +78.6% | +58.6% |
| All | +180.0% | +198.2% | -18.1% | +138.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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