+553.6%
SCHD vs PSLV
+44.5%
+509.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | -2.0% | -3.5% | +1.5% | -1.7% |
| 30D | -0.4% | -2.1% | +1.7% | -0.3% |
| 3M | +5.7% | -1.6% | +7.4% | +5.7% |
| 6M | +11.9% | -25.5% | +37.4% | +14.2% |
| YTD | +26.4% | -11.4% | +37.9% | +25.0% |
| 1Y | +27.6% | +48.6% | -21.0% | +18.8% |
| 3Y | +54.9% | +166.9% | -111.9% | +34.0% |
| 5Y | +60.9% | +152.4% | -91.5% | +38.9% |
| 10Y | +243.4% | +187.8% | +55.7% | +184.7% |
| All | +553.6% | +44.5% | +509.1% | +481.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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