+243.1%
SCHD vs PPL
+52.7%
+190.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.3% |
| 7D | -2.6% | 0.0% | -2.7% | -2.6% |
| 30D | -0.3% | -1.3% | +1.0% | +0.2% |
| 3M | +6.1% | -2.6% | +8.7% | +7.1% |
| 6M | +11.7% | -8.4% | +20.1% | +15.6% |
| YTD | +26.3% | +0.2% | +26.1% | +25.3% |
| 1Y | +28.8% | -0.2% | +29.0% | +27.7% |
| 3Y | +55.0% | +52.9% | +2.1% | +25.2% |
| 5Y | +60.0% | +36.8% | +23.2% | +34.9% |
| 10Y | +243.1% | +57.6% | +185.6% | +160.1% |
| All | +243.1% | +52.7% | +190.5% | +160.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling