+1,692.6%
PLTR vs SCHW
+220.6%
+1,472.1%
-84.6%
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% | -1.2% |
| 7D | -5.3% | -1.3% | -4.0% | -4.6% |
| 30D | -1.0% | -0.4% | -0.6% | -0.8% |
| 3M | +24.8% | +21.7% | +3.1% | +12.9% |
| 6M | +8.4% | +13.0% | -4.6% | +1.2% |
| YTD | -4.2% | +8.0% | -12.2% | -8.7% |
| 1Y | +9.1% | +15.8% | -6.7% | +0.2% |
| 3Y | +1,025.6% | +87.7% | +937.9% | +723.9% |
| 5Y | +565.8% | +59.7% | +506.1% | +426.1% |
| All | +1,692.6% | +220.6% | +1,472.1% | +1,230.2% |
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