+950.4%
PLTR vs SCHW
+86.8%
+863.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.7% |
| 7D | -9.1% | -2.8% | -6.4% | -7.3% |
| 30D | -5.2% | -0.1% | -5.1% | -5.3% |
| 3M | +27.4% | +20.6% | +6.8% | +11.5% |
| 6M | +9.7% | +15.9% | -6.2% | -2.3% |
| YTD | -6.7% | +8.5% | -15.2% | -13.2% |
| 1Y | -0.5% | +17.8% | -18.4% | -13.5% |
| All | +950.4% | +86.8% | +863.6% | +588.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling