+48.0%
PYPL vs SCHW
+279.6%
-231.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-11.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | -2.3% | -1.9% | -0.4% | -1.5% |
| 30D | -9.0% | -1.6% | -7.4% | -8.6% |
| 3M | +30.6% | +21.3% | +9.3% | +21.1% |
| 6M | +18.6% | +16.5% | +2.1% | +11.3% |
| YTD | -7.2% | +8.4% | -15.6% | -10.6% |
| 1Y | -19.3% | +15.6% | -34.9% | -24.2% |
| 3Y | -12.3% | +86.8% | -99.1% | -32.2% |
| 5Y | -80.9% | +60.5% | -141.4% | -84.8% |
| 10Y | +42.9% | +297.7% | -254.8% | -26.7% |
| All | +48.0% | +279.6% | -231.6% | -21.3% |
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 1990-01-01 to 2026-09-11: 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…
1990-01-01 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling