+38.0%
SCHD vs PPG
+33.8%
+4.2%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +1.0% | -1.6% |
| 7D | -0.5% | +2.7% | -3.3% | -1.0% |
| 30D | +7.8% | +15.7% | -7.9% | +5.2% |
| 3M | +6.1% | +4.1% | +2.0% | +5.2% |
| 6M | +13.6% | +17.3% | -3.8% | +10.2% |
| YTD | +32.3% | +22.5% | +9.8% | +23.8% |
| 1Y | +38.0% | +31.4% | +6.6% | +25.6% |
| All | +38.0% | +33.8% | +4.2% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling