+74.5%
SCHD vs PEP
-2.9%
+77.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.2% |
| 7D | +2.7% | +2.9% | -0.2% | +1.8% |
| 30D | +7.1% | +12.5% | -5.4% | +3.3% |
| 3M | +5.7% | +4.5% | +1.2% | +4.2% |
| 6M | +15.6% | -0.5% | +16.1% | +15.4% |
| YTD | +34.9% | +4.4% | +30.5% | +32.4% |
| 1Y | +37.4% | +4.4% | +33.0% | +34.8% |
| 3Y | +74.5% | -3.4% | +77.9% | +72.0% |
| All | +74.5% | -2.9% | +77.5% | +72.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling