+187.9%
SCHW vs PCAR
+288.5%
-100.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.5% |
| 7D | +2.0% | +4.9% | -3.0% | -0.9% |
| 30D | -3.6% | -1.4% | -2.2% | -2.9% |
| 3M | -15.0% | -18.1% | +3.2% | -4.6% |
| 6M | +2.6% | -4.0% | +6.7% | +3.5% |
| YTD | -5.7% | -1.5% | -4.2% | -7.8% |
| 1Y | -0.9% | +13.2% | -14.1% | -11.5% |
| 3Y | +79.4% | +35.8% | +43.6% | +30.8% |
| 5Y | +21.2% | +114.6% | -93.4% | -38.3% |
| All | +187.9% | +288.5% | -100.7% | -1.5% |
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