+3,201.5%
PFE vs SCHW
+51,844.3%
-48,642.8%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.9% |
| 7D | -2.7% | -1.3% | -1.4% | -2.4% |
| 30D | +3.8% | -0.4% | +4.2% | +3.9% |
| 3M | +10.4% | +21.7% | -11.3% | +6.6% |
| 6M | +6.3% | +13.0% | -6.7% | +3.8% |
| YTD | +17.4% | +8.0% | +9.3% | +15.3% |
| 1Y | +21.1% | +15.8% | +5.3% | +17.4% |
| 3Y | -1.6% | +87.7% | -89.3% | -13.4% |
| 5Y | -22.2% | +59.7% | -81.8% | -31.3% |
| 10Y | +32.9% | +292.9% | -260.0% | -3.5% |
| All | +3,201.5% | +51,844.3% | -48,642.8% | +739.4% |
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