+238.6%
SCHD vs PFG
+251.1%
-12.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | 0.0% |
| 7D | -2.0% | -0.4% | -1.5% | -1.8% |
| 30D | -0.4% | +2.9% | -3.3% | -1.7% |
| 3M | +5.7% | +6.7% | -1.0% | +2.7% |
| 6M | +11.9% | +33.8% | -21.9% | -1.0% |
| YTD | +26.4% | +35.0% | -8.5% | +11.2% |
| 1Y | +27.6% | +46.4% | -18.8% | +8.3% |
| 3Y | +54.9% | +71.7% | -16.7% | +21.6% |
| 5Y | +60.9% | +113.7% | -52.8% | +13.2% |
| All | +238.6% | +251.1% | -12.4% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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