+257.7%
SCHD vs PPL
+65.0%
+192.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | 0.0% |
| 7D | +1.4% | -2.2% | +3.6% | +2.4% |
| 30D | +7.7% | +1.7% | +6.0% | +6.9% |
| 3M | +5.7% | +0.1% | +5.6% | +5.5% |
| 6M | +14.9% | -1.5% | +16.5% | +15.3% |
| YTD | +34.2% | +3.0% | +31.3% | +31.5% |
| 1Y | +36.8% | -1.4% | +38.2% | +36.5% |
| 3Y | +73.2% | +53.5% | +19.7% | +39.6% |
| 5Y | +62.8% | +46.4% | +16.4% | +32.8% |
| All | +257.7% | +65.0% | +192.7% | +164.8% |
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