+60.2%
SCHD vs PPG
-24.1%
+84.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | -2.0% | -6.2% | +4.3% | +0.1% |
| 30D | -0.4% | -7.9% | +7.5% | +2.3% |
| 3M | +5.7% | -10.2% | +15.9% | +9.1% |
| 6M | +11.9% | +2.7% | +9.2% | +9.5% |
| YTD | +26.4% | +4.9% | +21.6% | +22.1% |
| 1Y | +27.6% | -3.2% | +30.8% | +26.8% |
| 3Y | +54.9% | -17.0% | +71.9% | +60.4% |
| All | +60.2% | -24.1% | +84.2% | +65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling