+547.4%
PLTR vs SCHW
+59.3%
+488.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -4.1% | -1.9% | -2.2% | -3.0% |
| 30D | -2.2% | -1.6% | -0.6% | -1.3% |
| 3M | +27.6% | +21.3% | +6.3% | +13.8% |
| 6M | +10.3% | +16.5% | -6.2% | -0.1% |
| YTD | -5.9% | +8.4% | -14.3% | -11.3% |
| 1Y | +1.7% | +15.6% | -13.9% | -7.9% |
| 3Y | +959.1% | +86.8% | +872.2% | +626.6% |
| All | +547.4% | +59.3% | +488.2% | +359.0% |
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