+295.2%
SCHW vs PCAR
+373.9%
-78.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.2% | +0.4% |
| 7D | -2.8% | -1.6% | -1.2% | -1.9% |
| 30D | -0.1% | -7.3% | +7.2% | +4.4% |
| 3M | +20.6% | +7.8% | +12.8% | +14.4% |
| 6M | +15.9% | +3.6% | +12.4% | +11.5% |
| YTD | +8.5% | +12.9% | -4.4% | -1.9% |
| 1Y | +17.8% | +27.3% | -9.5% | -2.1% |
| 3Y | +88.5% | +61.9% | +26.6% | +22.9% |
| 5Y | +60.6% | +164.2% | -103.5% | -28.6% |
| All | +295.2% | +373.9% | -78.7% | +10.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling