+17.9%
PG vs SCHW
+0.2%
+17.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | +4.1% | +3.5% | +0.6% | +4.0% |
| 30D | +13.3% | -4.4% | +17.7% | +13.1% |
| 3M | +14.6% | -14.0% | +28.6% | +14.2% |
| 6M | +17.0% | +0.8% | +16.1% | +17.4% |
| YTD | +20.0% | -6.4% | +26.4% | +19.4% |
| 1Y | +17.9% | +0.1% | +17.9% | +16.8% |
| All | +17.9% | +0.2% | +17.7% | +16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling