+280.1%
SCHD vs PR
+159.2%
+120.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.2% | +0.4% |
| 7D | -0.5% | -0.5% | 0.0% | -0.5% |
| 30D | +8.3% | -4.6% | +12.9% | +8.6% |
| 3M | +5.9% | +4.7% | +1.3% | +5.5% |
| 6M | +15.3% | +12.4% | +2.8% | +14.1% |
| YTD | +34.5% | +62.9% | -28.3% | +29.9% |
| 1Y | +37.2% | +70.6% | -33.4% | +32.0% |
| 3Y | +73.6% | +90.0% | -16.4% | +65.1% |
| 5Y | +63.7% | +255.5% | -191.8% | +48.3% |
| 10Y | +258.1% | +78.7% | +179.3% | +239.6% |
| All | +280.1% | +159.2% | +120.9% | +257.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling