+813.5%
SCHW vs PBF
+315.7%
+497.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -1.6% | +1.4% | -2.9% | -1.8% |
| 30D | -1.1% | +15.8% | -16.9% | -3.8% |
| 3M | +20.4% | +90.3% | -69.9% | +6.4% |
| 6M | +13.6% | +102.8% | -89.2% | -1.9% |
| YTD | +7.7% | +187.3% | -179.6% | -13.7% |
| 1Y | +15.2% | +161.8% | -146.7% | -7.1% |
| 3Y | +87.1% | +55.5% | +31.7% | +59.4% |
| 5Y | +57.5% | +801.9% | -744.4% | -12.5% |
| 10Y | +295.1% | +362.2% | -67.1% | +103.4% |
| All | +813.5% | +315.7% | +497.9% | +369.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling