+30.0%
SCHD vs PR
+77.4%
-47.5%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.4% | -1.2% |
| 7D | -1.1% | -0.6% | -0.6% | -1.1% |
| 30D | +1.5% | +17.4% | -15.9% | +0.1% |
| 3M | +7.4% | +21.8% | -14.3% | +5.3% |
| 6M | +12.4% | +27.6% | -15.2% | +8.8% |
| YTD | +27.5% | +71.4% | -43.9% | +17.8% |
| All | +30.0% | +77.4% | -47.5% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling