+68.0%
SCHD vs PL
+84.9%
-16.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.7% |
| 7D | -0.3% | -9.3% | +9.0% | +0.1% |
| 30D | +3.4% | -18.9% | +22.4% | +4.4% |
| 3M | +7.6% | -58.4% | +66.0% | +11.5% |
| 6M | +12.2% | -30.3% | +42.5% | +12.5% |
| YTD | +29.0% | -8.1% | +37.1% | +27.0% |
| 1Y | +30.3% | +180.5% | -150.2% | +19.1% |
| 3Y | +56.1% | +444.1% | -388.0% | +30.3% |
| 5Y | +60.4% | +83.0% | -22.6% | +36.0% |
| All | +68.0% | +84.9% | -16.9% | +42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling