+559.1%
SCHD vs PTC
+662.4%
-103.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.5% | +4.4% | +0.1% |
| 7D | -1.1% | -12.8% | +11.6% | +1.9% |
| 30D | +1.5% | -9.8% | +11.3% | +3.7% |
| 3M | +7.4% | -2.1% | +9.5% | +7.1% |
| 6M | +12.4% | -18.1% | +30.5% | +16.4% |
| YTD | +27.5% | -23.5% | +51.0% | +33.9% |
| 1Y | +30.0% | -37.4% | +67.4% | +42.8% |
| 3Y | +56.5% | -7.2% | +63.7% | +54.1% |
| 5Y | +60.7% | +2.7% | +58.0% | +51.8% |
| 10Y | +237.8% | +203.4% | +34.3% | +136.3% |
| All | +559.1% | +662.4% | -103.2% | +271.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling