+566.6%
SCHD vs PEP
+248.5%
+318.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.4% |
| 7D | -0.3% | -1.4% | +1.1% | +0.5% |
| 30D | +3.4% | +0.2% | +3.2% | +3.3% |
| 3M | +7.6% | -1.1% | +8.7% | +8.0% |
| 6M | +12.2% | -13.5% | +25.6% | +20.7% |
| YTD | +29.0% | -1.2% | +30.1% | +28.5% |
| 1Y | +30.3% | -1.6% | +31.8% | +29.6% |
| 3Y | +56.1% | -12.5% | +68.7% | +63.3% |
| 5Y | +60.4% | +3.0% | +57.4% | +49.9% |
| 10Y | +241.3% | +73.9% | +167.3% | +128.6% |
| All | +566.6% | +248.5% | +318.1% | +177.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling