+353.3%
SCHW vs P
+485.4%
-132.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.2% |
| 7D | -0.8% | +6.5% | -7.3% | -1.9% |
| 30D | +1.5% | +18.8% | -17.4% | -2.1% |
| 3M | +24.6% | +26.7% | -2.2% | +17.9% |
| 6M | +14.5% | +62.2% | -47.6% | +2.4% |
| YTD | +10.5% | +48.5% | -38.0% | -0.3% |
| 1Y | +13.4% | +26.4% | -13.0% | +3.5% |
| 3Y | +88.3% | +159.4% | -71.1% | +39.1% |
| 5Y | +62.1% | +275.8% | -213.7% | +7.4% |
| 10Y | +297.3% | +732.0% | -434.8% | +108.7% |
| All | +353.3% | +485.4% | -132.0% | +139.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling