+54.9%
SCHD vs PNR
-14.5%
+69.4%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.4% |
| 7D | -2.0% | -6.0% | +4.1% | -0.5% |
| 30D | -0.4% | -14.0% | +13.6% | +3.1% |
| 3M | +5.7% | -21.7% | +27.4% | +11.2% |
| 6M | +11.9% | -37.3% | +49.2% | +24.4% |
| YTD | +26.4% | -45.1% | +71.6% | +45.5% |
| 1Y | +27.6% | -49.1% | +76.7% | +50.4% |
| 3Y | +54.9% | -14.8% | +69.8% | +54.0% |
| All | +54.9% | -14.5% | +69.4% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 3y: compounded portfolio wealth divided by compounded PNR 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…
3y analysis · Full analysis span regression · 6 months rolling