+257.7%
SCHD vs PR
+83.7%
+174.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.3% | -0.4% |
| 7D | +1.4% | +6.7% | -5.3% | +1.0% |
| 30D | +7.7% | -6.1% | +13.8% | +8.0% |
| 3M | +5.7% | +6.9% | -1.1% | +5.1% |
| 6M | +14.9% | +14.6% | +0.3% | +13.7% |
| YTD | +34.2% | +66.1% | -31.9% | +29.4% |
| 1Y | +36.8% | +77.0% | -40.2% | +31.3% |
| 3Y | +73.2% | +93.8% | -20.7% | +64.3% |
| 5Y | +62.8% | +268.2% | -205.4% | +47.1% |
| All | +257.7% | +83.7% | +174.0% | +244.4% |
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