+75.7%
PEP vs SCHW
+301.3%
-225.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.1% |
| 7D | -1.4% | -2.8% | +1.4% | -1.0% |
| 30D | -0.2% | -0.1% | -0.2% | -0.2% |
| 3M | -4.3% | +20.6% | -24.9% | -6.9% |
| 6M | -13.2% | +15.9% | -29.1% | -15.2% |
| YTD | -1.9% | +8.5% | -10.4% | -3.4% |
| 1Y | -0.3% | +17.8% | -18.2% | -3.2% |
| 3Y | -13.6% | +88.5% | -102.1% | -23.3% |
| 5Y | +3.4% | +60.6% | -57.3% | -7.9% |
| All | +75.7% | +301.3% | -225.6% | +31.8% |
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