+237.3%
SCHD vs PEP
+78.6%
+158.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -3.1% | -1.4% | -1.7% | -2.4% |
| 30D | -0.8% | -0.2% | -0.6% | -0.7% |
| 3M | +6.2% | -4.3% | +10.5% | +8.4% |
| 6M | +11.8% | -13.2% | +25.0% | +19.9% |
| YTD | +26.0% | -1.9% | +27.8% | +26.0% |
| 1Y | +28.1% | -0.3% | +28.5% | +26.6% |
| 3Y | +54.6% | -13.6% | +68.2% | +62.8% |
| 5Y | +60.3% | +3.4% | +56.9% | +49.2% |
| All | +237.3% | +78.6% | +158.8% | +137.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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