+59.4%
SCHW vs PCG
+53.8%
+5.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +3.9% | +0.8% |
| 7D | -1.6% | +6.5% | -8.0% | -3.3% |
| 30D | -1.1% | -16.7% | +15.7% | +2.8% |
| 3M | +20.4% | -14.2% | +34.5% | +23.6% |
| 6M | +13.6% | -21.5% | +35.1% | +19.7% |
| YTD | +7.7% | -11.2% | +18.9% | +8.4% |
| 1Y | +15.2% | -4.2% | +19.4% | +12.3% |
| 3Y | +87.1% | -14.9% | +102.0% | +86.7% |
| All | +59.4% | +53.8% | +5.7% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling