+59.6%
SCHW vs PBF
+785.3%
-725.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.7% |
| 7D | -2.8% | +2.3% | -5.1% | -3.0% |
| 30D | -0.1% | +11.6% | -11.6% | -1.3% |
| 3M | +20.6% | +81.7% | -61.2% | +12.5% |
| 6M | +15.9% | +96.4% | -80.5% | +6.4% |
| YTD | +8.5% | +189.5% | -181.0% | -5.7% |
| 1Y | +17.8% | +180.7% | -162.9% | +2.0% |
| 3Y | +88.5% | +56.6% | +31.9% | +70.4% |
| All | +59.6% | +785.3% | -725.7% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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