+306.4%
SCHD vs PFGC
+403.3%
-96.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.7% |
| 7D | -2.6% | -3.7% | +1.1% | -2.0% |
| 30D | -0.3% | -16.0% | +15.7% | +2.7% |
| 3M | +6.1% | -4.1% | +10.2% | +6.7% |
| 6M | +11.7% | +8.7% | +3.0% | +9.7% |
| YTD | +26.3% | +6.4% | +20.0% | +24.2% |
| 1Y | +28.8% | -8.4% | +37.1% | +29.8% |
| 3Y | +55.0% | +61.8% | -6.7% | +40.8% |
| 5Y | +60.0% | +108.7% | -48.7% | +37.1% |
| 10Y | +243.1% | +298.1% | -55.0% | +170.1% |
| All | +306.4% | +403.3% | -96.9% | +209.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling