+60.7%
SCHD vs PPL
+39.3%
+21.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -1.1% | +1.8% | -2.9% | -1.8% |
| 30D | +1.5% | -1.1% | +2.6% | +1.9% |
| 3M | +7.4% | 0.0% | +7.4% | +7.2% |
| 6M | +12.4% | -7.6% | +19.9% | +15.5% |
| YTD | +27.5% | +1.7% | +25.8% | +25.7% |
| 1Y | +30.0% | +1.5% | +28.5% | +28.0% |
| 3Y | +56.5% | +55.3% | +1.2% | +25.8% |
| 5Y | +60.7% | +37.7% | +23.0% | +36.6% |
| All | +60.7% | +39.3% | +21.4% | +36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling