+58.0%
SCHW vs PCAR
+166.6%
-108.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.5% | -1.5% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | -0.4% | -7.7% | +7.3% | +3.0% |
| 3M | +21.7% | +3.7% | +18.0% | +19.1% |
| 6M | +13.0% | +2.3% | +10.6% | +10.6% |
| YTD | +8.0% | +12.8% | -4.8% | +0.4% |
| 1Y | +15.8% | +27.8% | -11.9% | +0.6% |
| 3Y | +87.7% | +61.8% | +25.9% | +28.6% |
| All | +58.0% | +166.6% | -108.7% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling