+253.7%
SCHD vs PR
+66.7%
+187.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.4% | +1.4% |
| 7D | -0.7% | -12.4% | +11.7% | +0.1% |
| 30D | +7.9% | -6.6% | +14.5% | +8.3% |
| 3M | +6.0% | +7.5% | -1.5% | +5.4% |
| 6M | +14.5% | +10.8% | +3.8% | +13.5% |
| YTD | +33.2% | +57.0% | -23.9% | +28.9% |
| 1Y | +38.1% | +67.9% | -29.8% | +33.0% |
| 3Y | +73.5% | +87.6% | -14.1% | +65.0% |
| 5Y | +62.5% | +220.4% | -157.9% | +47.9% |
| 10Y | +253.7% | +64.8% | +188.9% | +240.6% |
| All | +253.7% | +66.7% | +187.0% | +240.6% |
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