-21.0%
PFE vs SCHW
+57.2%
-78.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.5% |
| 7D | -4.0% | -2.8% | -1.3% | -3.8% |
| 30D | +3.9% | -0.1% | +3.9% | +3.9% |
| 3M | +9.9% | +20.6% | -10.7% | +7.9% |
| 6M | +5.3% | +15.9% | -10.7% | +3.7% |
| YTD | +16.8% | +8.5% | +8.3% | +15.6% |
| 1Y | +20.4% | +17.8% | +2.6% | +18.1% |
| 3Y | -2.1% | +88.5% | -90.6% | -9.8% |
| 5Y | -21.0% | +60.6% | -81.6% | -24.7% |
| All | -21.0% | +57.2% | -78.2% | -24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling