+1,248.2%
PANW vs SCHW
+301.0%
+947.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | -0.8% | -1.9% | +1.1% | -0.2% |
| 30D | -14.6% | -1.6% | -12.9% | -14.2% |
| 3M | +18.3% | +21.3% | -3.0% | +11.1% |
| 6M | +100.5% | +16.5% | +84.0% | +90.3% |
| YTD | +79.5% | +8.4% | +71.1% | +73.9% |
| 1Y | +66.7% | +15.6% | +51.1% | +58.2% |
| 3Y | +161.2% | +86.8% | +74.4% | +111.6% |
| 5Y | +322.2% | +60.5% | +261.7% | +246.7% |
| All | +1,248.2% | +301.0% | +947.2% | +693.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling