+553.6%
SCHD vs PPG
+245.1%
+308.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | -2.0% | -6.2% | +4.3% | +0.6% |
| 30D | -0.4% | -7.9% | +7.5% | +2.9% |
| 3M | +5.7% | -10.2% | +15.9% | +9.8% |
| 6M | +11.9% | +2.7% | +9.2% | +9.1% |
| YTD | +26.4% | +4.9% | +21.6% | +21.7% |
| 1Y | +27.6% | -3.2% | +30.8% | +26.6% |
| 3Y | +54.9% | -17.0% | +71.9% | +61.4% |
| 5Y | +60.9% | -23.3% | +84.3% | +69.1% |
| 10Y | +243.4% | +26.4% | +217.0% | +180.0% |
| All | +553.6% | +245.1% | +308.5% | +239.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling