+588.3%
SCHD vs PPL
+158.5%
+429.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.6% | +1.5% |
| 7D | -0.7% | -1.2% | +0.5% | -0.2% |
| 30D | +7.9% | +4.2% | +3.7% | +6.0% |
| 3M | +6.0% | +1.5% | +4.5% | +5.2% |
| 6M | +14.5% | +1.0% | +13.5% | +13.7% |
| YTD | +33.2% | +4.4% | +28.8% | +29.8% |
| 1Y | +38.1% | +0.8% | +37.3% | +36.6% |
| 3Y | +73.5% | +56.5% | +17.0% | +40.2% |
| 5Y | +62.5% | +47.7% | +14.8% | +33.4% |
| 10Y | +253.7% | +64.4% | +189.3% | +166.8% |
| All | +588.3% | +158.5% | +429.8% | +317.8% |
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 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