+59.7%
SCHW vs PCOR
-43.2%
+102.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +0.9% | -1.6% |
| 7D | -1.3% | -6.9% | +5.6% | 0.0% |
| 30D | -0.4% | -1.5% | +1.2% | -0.3% |
| 3M | +21.7% | +18.5% | +3.2% | +17.1% |
| 6M | +13.0% | -4.7% | +17.6% | +12.3% |
| YTD | +8.0% | -22.8% | +30.8% | +11.6% |
| 1Y | +15.8% | -20.7% | +36.6% | +18.5% |
| 3Y | +87.7% | -14.6% | +102.3% | +83.1% |
| 5Y | +59.7% | -40.7% | +100.4% | +57.1% |
| All | +59.7% | -43.2% | +102.8% | +57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling