+238.6%
SCHD vs PFGC
+292.9%
-54.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -2.0% | -4.8% | +2.8% | -1.1% |
| 30D | -0.4% | -12.5% | +12.1% | +1.9% |
| 3M | +5.7% | -9.7% | +15.4% | +7.5% |
| 6M | +11.9% | +7.0% | +4.9% | +10.2% |
| YTD | +26.4% | +4.5% | +22.0% | +24.7% |
| 1Y | +27.6% | -11.6% | +39.2% | +29.5% |
| 3Y | +54.9% | +58.5% | -3.5% | +41.0% |
| 5Y | +60.9% | +112.6% | -51.7% | +37.3% |
| All | +238.6% | +292.9% | -54.3% | +173.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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