+271.1%
SCHD vs PR
+152.6%
+118.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.8% |
| 7D | -1.7% | -16.4% | +14.7% | -0.6% |
| 30D | +7.7% | -1.9% | +9.6% | +7.8% |
| 3M | +5.2% | +8.0% | -2.8% | +4.5% |
| 6M | +12.9% | +4.1% | +8.8% | +12.3% |
| YTD | +31.4% | +58.7% | -27.3% | +27.1% |
| 1Y | +37.3% | +75.8% | -38.6% | +31.9% |
| 3Y | +68.3% | +73.2% | -4.8% | +60.9% |
| 5Y | +59.9% | +230.1% | -170.3% | +45.4% |
| 10Y | +260.8% | +67.4% | +193.4% | +242.6% |
| All | +271.1% | +152.6% | +118.6% | +249.8% |
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 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