+553.0%
SCHD vs PHM
+3,059.5%
-2,506.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -2.6% | -3.9% | +1.2% | -1.8% |
| 30D | -0.3% | -8.6% | +8.3% | +1.6% |
| 3M | +6.1% | -2.9% | +9.0% | +6.4% |
| 6M | +11.7% | -5.7% | +17.4% | +12.5% |
| YTD | +26.3% | +1.9% | +24.5% | +24.8% |
| 1Y | +28.8% | -12.3% | +41.1% | +31.2% |
| 3Y | +55.0% | +50.8% | +4.3% | +37.3% |
| 5Y | +60.0% | +157.3% | -97.3% | +22.9% |
| 10Y | +243.1% | +566.5% | -323.4% | +108.5% |
| All | +553.0% | +3,059.5% | -2,506.5% | +179.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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