+238.6%
SCHD vs PM
+219.2%
+19.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.1% |
| 7D | -2.0% | +4.7% | -6.6% | -3.5% |
| 30D | -0.4% | +2.6% | -3.0% | -1.4% |
| 3M | +5.7% | +6.6% | -0.8% | +3.1% |
| 6M | +11.9% | +16.5% | -4.6% | +5.1% |
| YTD | +26.4% | +21.2% | +5.3% | +16.7% |
| 1Y | +27.6% | +17.9% | +9.7% | +18.6% |
| 3Y | +54.9% | +129.8% | -74.9% | +6.5% |
| 5Y | +60.9% | +133.0% | -72.1% | +8.5% |
| All | +238.6% | +219.2% | +19.4% | +93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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