+54.4%
SCHD vs PFGC
+59.5%
-5.2%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | 0.0% |
| 7D | -3.1% | -4.8% | +1.7% | -2.1% |
| 30D | -0.8% | -17.2% | +16.4% | +3.2% |
| 3M | +6.2% | -6.3% | +12.5% | +7.5% |
| 6M | +11.8% | +8.8% | +3.0% | +9.0% |
| YTD | +26.0% | +4.9% | +21.0% | +23.1% |
| 1Y | +28.1% | -9.5% | +37.6% | +30.4% |
| All | +54.4% | +59.5% | -5.2% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling