+566.6%
SCHD vs PPL
+152.2%
+414.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.3% | +2.7% | -2.9% | -1.4% |
| 30D | +3.4% | +0.5% | +3.0% | +3.2% |
| 3M | +7.6% | +0.7% | +7.0% | +7.1% |
| 6M | +12.2% | -7.6% | +19.8% | +15.5% |
| YTD | +29.0% | +1.8% | +27.1% | +27.1% |
| 1Y | +30.3% | -0.8% | +31.0% | +29.7% |
| 3Y | +56.1% | +56.9% | -0.7% | +25.8% |
| 5Y | +60.4% | +39.5% | +20.9% | +35.1% |
| 10Y | +241.3% | +55.4% | +185.9% | +163.1% |
| All | +566.6% | +152.2% | +414.4% | +309.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling