+553.6%
SCHD vs PNR
+208.4%
+345.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.5% |
| 7D | -2.0% | -6.0% | +4.1% | +0.2% |
| 30D | -0.4% | -14.0% | +13.6% | +4.9% |
| 3M | +5.7% | -21.7% | +27.4% | +14.1% |
| 6M | +11.9% | -37.3% | +49.2% | +29.9% |
| YTD | +26.4% | -45.1% | +71.6% | +53.3% |
| 1Y | +27.6% | -49.1% | +76.7% | +59.0% |
| 3Y | +54.9% | -14.8% | +69.8% | +56.0% |
| 5Y | +60.9% | -21.0% | +81.9% | +62.6% |
| 10Y | +243.4% | +64.7% | +178.7% | +152.5% |
| All | +553.6% | +208.4% | +345.2% | +281.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling