+283.7%
SCHD vs PYPL
+38.8%
+244.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.5% |
| 7D | -2.6% | -4.3% | +1.7% | -1.8% |
| 30D | -0.3% | -11.5% | +11.2% | +1.9% |
| 3M | +6.1% | +26.1% | -20.1% | +0.4% |
| 6M | +11.7% | +13.7% | -2.0% | +7.7% |
| YTD | +26.3% | -9.8% | +36.2% | +26.8% |
| 1Y | +28.8% | -22.1% | +50.8% | +32.9% |
| 3Y | +55.0% | -13.5% | +68.5% | +52.5% |
| 5Y | +60.0% | -81.6% | +141.6% | +117.4% |
| 10Y | +243.1% | +38.8% | +204.4% | +150.1% |
| All | +283.7% | +38.8% | +244.8% | +172.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 PYPL 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