+64.6%
SCHD vs PL
+75.7%
-11.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.8% |
| 7D | -2.6% | -13.9% | +11.2% | -2.0% |
| 30D | -0.3% | -25.5% | +25.2% | +1.0% |
| 3M | +6.1% | -44.8% | +50.8% | +8.6% |
| 6M | +11.7% | -33.3% | +45.0% | +12.3% |
| YTD | +26.3% | -12.7% | +39.0% | +24.7% |
| 1Y | +28.8% | +90.9% | -62.2% | +20.9% |
| 3Y | +55.0% | +528.5% | -473.4% | +28.1% |
| 5Y | +60.0% | +72.7% | -12.7% | +36.0% |
| All | +64.6% | +75.7% | -11.1% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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