+238.6%
SCHD vs PWR
+2,544.4%
-2,305.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.1% | -4.8% | -0.9% |
| 7D | -2.0% | +4.2% | -6.1% | -3.0% |
| 30D | -0.4% | -4.0% | +3.6% | +0.4% |
| 3M | +5.7% | -4.8% | +10.5% | +5.9% |
| 6M | +11.9% | +14.6% | -2.8% | +5.5% |
| YTD | +26.4% | +54.2% | -27.8% | +9.1% |
| 1Y | +27.6% | +67.1% | -39.5% | +6.8% |
| 3Y | +54.9% | +218.5% | -163.5% | +0.3% |
| 5Y | +60.9% | +466.3% | -405.3% | -18.1% |
| All | +238.6% | +2,544.4% | -2,305.8% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 10y: compounded portfolio wealth divided by compounded PWR 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…
10y analysis · Full analysis span regression · 6 months rolling