+85.6%
SCHW vs PCG
-15.4%
+101.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +3.9% | +0.3% |
| 7D | -1.6% | +6.5% | -8.0% | -2.5% |
| 30D | -1.1% | -16.7% | +15.7% | +1.2% |
| 3M | +20.4% | -14.2% | +34.5% | +22.1% |
| 6M | +13.6% | -21.5% | +35.1% | +17.3% |
| YTD | +7.7% | -11.2% | +18.9% | +7.7% |
| 1Y | +15.2% | -4.2% | +19.4% | +12.6% |
| All | +85.6% | -15.4% | +101.0% | +82.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling