+559.1%
SCHD vs PFG
+698.3%
-139.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.6% |
| 7D | -1.1% | +6.0% | -7.1% | -3.5% |
| 30D | +1.5% | +2.2% | -0.7% | +0.5% |
| 3M | +7.4% | +10.4% | -2.9% | +3.1% |
| 6M | +12.4% | +27.8% | -15.4% | +1.6% |
| YTD | +27.5% | +33.6% | -6.1% | +13.1% |
| 1Y | +30.0% | +49.3% | -19.3% | +10.1% |
| 3Y | +56.5% | +69.7% | -13.2% | +24.4% |
| 5Y | +60.7% | +111.3% | -50.7% | +15.1% |
| 10Y | +237.8% | +240.3% | -2.5% | +87.2% |
| All | +559.1% | +698.3% | -139.1% | +166.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling