+60.3%
SCHD vs PM
+132.4%
-72.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.8% |
| 7D | -3.1% | +1.9% | -5.0% | -3.5% |
| 30D | -0.8% | +1.9% | -2.7% | -1.3% |
| 3M | +6.2% | +4.6% | +1.6% | +4.9% |
| 6M | +11.8% | +11.7% | +0.1% | +8.5% |
| YTD | +26.0% | +20.4% | +5.6% | +19.7% |
| 1Y | +28.1% | +19.0% | +9.2% | +21.9% |
| 3Y | +54.6% | +130.4% | -75.8% | +13.6% |
| 5Y | +60.3% | +131.5% | -71.1% | +16.5% |
| All | +60.3% | +132.4% | -72.1% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling