+294.9%
SCHW vs PBR
+697.0%
-402.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.8% | +0.1% |
| 7D | -1.9% | +5.4% | -7.2% | -3.1% |
| 30D | -1.6% | +22.9% | -24.5% | -6.6% |
| 3M | +21.3% | +19.6% | +1.6% | +15.5% |
| 6M | +16.5% | +16.5% | 0.0% | +11.0% |
| YTD | +8.4% | +86.7% | -78.2% | -8.7% |
| 1Y | +15.6% | +74.7% | -59.1% | -1.3% |
| 3Y | +86.8% | +102.6% | -15.7% | +49.8% |
| 5Y | +60.5% | +566.6% | -506.1% | -12.0% |
| All | +294.9% | +697.0% | -402.1% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 10y: compounded portfolio wealth divided by compounded PBR 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…
10y analysis · Full analysis span regression · 6 months rolling