+54.8%
SCHD vs PTC
-10.6%
+65.4%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.3% | -0.4% |
| 7D | -2.6% | -13.6% | +10.9% | -0.4% |
| 30D | -0.3% | -14.7% | +14.4% | +2.1% |
| 3M | +6.1% | -5.9% | +12.0% | +6.6% |
| 6M | +11.7% | -21.1% | +32.8% | +16.2% |
| YTD | +26.3% | -26.0% | +52.3% | +33.0% |
| 1Y | +28.8% | -36.8% | +65.6% | +40.5% |
| All | +54.8% | -10.6% | +65.4% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 3y: compounded portfolio wealth divided by compounded PTC 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…
3y analysis · Full analysis span regression · 6 months rolling