+61.4%
SCHW vs PCOR
-35.6%
+97.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | +0.3% |
| 7D | -1.6% | -9.0% | +7.4% | +0.1% |
| 30D | -1.1% | -7.0% | +5.9% | 0.0% |
| 3M | +20.4% | +18.3% | +2.0% | +16.1% |
| 6M | +13.6% | -7.8% | +21.4% | +13.7% |
| YTD | +7.7% | -25.6% | +33.3% | +11.8% |
| 1Y | +15.2% | -22.7% | +37.9% | +18.3% |
| 3Y | +87.1% | -17.7% | +104.8% | +84.2% |
| 5Y | +57.5% | -42.0% | +99.5% | +51.8% |
| All | +61.4% | -35.6% | +97.0% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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