+3,179.4%
PEP vs SCHW
+51,844.3%
-48,665.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +0.9% |
| 7D | +0.1% | -1.3% | +1.4% | +0.3% |
| 30D | +0.7% | -0.4% | +1.0% | +0.7% |
| 3M | -0.5% | +21.7% | -22.2% | -3.0% |
| 6M | -11.3% | +13.0% | -24.3% | -12.8% |
| YTD | -0.6% | +8.0% | -8.6% | -1.9% |
| 1Y | +1.7% | +15.8% | -14.2% | -0.6% |
| 3Y | -12.5% | +87.7% | -100.2% | -20.3% |
| 5Y | +3.9% | +59.7% | -55.8% | -5.0% |
| 10Y | +76.6% | +292.9% | -216.3% | +40.2% |
| All | +3,179.4% | +51,844.3% | -48,665.0% | +743.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling