+243.1%
SCHD vs PR
+88.3%
+154.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -2.6% | -0.8% | -1.8% | -2.6% |
| 30D | -0.3% | +11.3% | -11.6% | -1.0% |
| 3M | +6.1% | +24.1% | -18.0% | +4.5% |
| 6M | +11.7% | +25.4% | -13.7% | +9.9% |
| YTD | +26.3% | +71.2% | -44.9% | +21.7% |
| 1Y | +28.8% | +78.6% | -49.9% | +23.6% |
| 3Y | +55.0% | +85.2% | -30.2% | +47.5% |
| 5Y | +60.0% | +419.0% | -359.0% | +42.3% |
| 10Y | +243.1% | +86.2% | +156.9% | +228.1% |
| All | +243.1% | +88.3% | +154.8% | +228.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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