+13.4%
SCHW vs PCAR
+32.4%
-19.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | -0.8% | -0.5% | -0.3% | -0.8% |
| 30D | +1.5% | -6.2% | +7.7% | +1.8% |
| 3M | +24.6% | +5.9% | +18.7% | +24.2% |
| 6M | +14.5% | +0.4% | +14.1% | +14.7% |
| YTD | +10.5% | +14.8% | -4.4% | +8.5% |
| 1Y | +13.4% | +30.1% | -16.7% | +9.6% |
| All | +13.4% | +32.4% | -19.0% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 1y: compounded portfolio wealth divided by compounded PCAR 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…
1y analysis · Full analysis span regression · 6 months rolling