+295.2%
SCHW vs PCG
-75.6%
+370.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.9% | +0.8% |
| 7D | -2.8% | +0.5% | -3.3% | -2.8% |
| 30D | -0.1% | -18.9% | +18.8% | +1.4% |
| 3M | +20.6% | -15.8% | +36.4% | +21.9% |
| 6M | +15.9% | -22.6% | +38.5% | +18.0% |
| YTD | +8.5% | -12.2% | +20.7% | +9.1% |
| 1Y | +17.8% | -7.1% | +24.9% | +17.8% |
| 3Y | +88.5% | -15.8% | +104.4% | +89.6% |
| 5Y | +60.6% | +53.3% | +7.3% | +54.5% |
| All | +295.2% | -75.6% | +370.8% | +283.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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