-80.8%
PYPL vs SCHW
+59.4%
-140.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.4% | +1.9% |
| 7D | -5.9% | -2.8% | -3.2% | -4.8% |
| 30D | -9.4% | -0.1% | -9.4% | -9.5% |
| 3M | +31.3% | +20.6% | +10.7% | +21.0% |
| 6M | +19.1% | +15.9% | +3.1% | +11.2% |
| YTD | -7.9% | +8.5% | -16.4% | -11.7% |
| 1Y | -17.9% | +17.8% | -35.7% | -24.1% |
| 3Y | -11.6% | +88.5% | -100.1% | -34.3% |
| All | -80.8% | +59.4% | -140.2% | -85.3% |
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 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