+19.4%
SCHW vs P
+286.7%
-267.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.4% | -4.5% | -1.6% |
| 7D | -0.9% | +17.8% | -18.8% | -2.9% |
| 30D | -4.4% | -29.9% | +25.5% | -0.7% |
| 3M | -15.9% | -1.2% | -14.7% | -16.8% |
| 6M | +2.0% | +32.1% | -30.1% | -4.1% |
| YTD | -7.3% | +64.3% | -71.6% | -16.6% |
| 1Y | -4.9% | +24.3% | -29.2% | -11.6% |
| 3Y | +74.9% | +203.2% | -128.3% | +25.7% |
| All | +19.4% | +286.7% | -267.3% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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