+62.2%
PANW vs SCHW
+1.9%
+60.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.6% | -5.2% | -1.5% |
| 7D | -11.8% | +5.2% | -17.0% | -12.7% |
| 30D | -14.4% | -4.7% | -9.8% | -13.5% |
| 3M | -5.0% | -11.9% | +7.0% | -2.4% |
| 6M | +88.6% | +2.7% | +85.8% | +83.2% |
| YTD | +88.9% | -5.6% | +94.6% | +85.7% |
| 1Y | +62.2% | +0.8% | +61.5% | +52.3% |
| All | +62.2% | +1.9% | +60.3% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 1y: compounded portfolio wealth divided by compounded SCHW 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…
1y analysis · Full analysis span regression · 6 months rolling