+1,645.9%
PLTR vs SCHW
+221.9%
+1,424.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.5% |
| 7D | -9.1% | -2.8% | -6.4% | -7.8% |
| 30D | -5.2% | -0.1% | -5.1% | -5.2% |
| 3M | +27.4% | +20.6% | +6.8% | +15.8% |
| 6M | +9.7% | +15.9% | -6.2% | +1.1% |
| YTD | -6.7% | +8.5% | -15.2% | -11.3% |
| 1Y | -0.5% | +17.8% | -18.4% | -9.5% |
| 3Y | +996.2% | +88.5% | +907.7% | +700.6% |
| 5Y | +531.1% | +60.6% | +470.5% | +397.6% |
| All | +1,645.9% | +221.9% | +1,424.0% | +1,192.6% |
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