+21.6%
SCHW vs PCOR
-15.7%
+37.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -1.9% | -0.6% |
| 7D | -0.6% | +2.5% | -3.2% | -1.1% |
| 30D | -4.4% | +37.9% | -42.3% | -10.2% |
| 3M | -13.6% | +32.0% | -45.6% | -18.5% |
| 6M | +5.9% | +54.7% | -48.8% | -3.6% |
| YTD | -6.2% | +6.6% | -12.8% | -9.1% |
| 1Y | -2.2% | -1.7% | -0.6% | -3.7% |
| 3Y | +76.9% | +49.0% | +27.9% | +55.3% |
| 5Y | +21.6% | -12.5% | +34.1% | +10.0% |
| All | +21.6% | -15.7% | +37.3% | +10.0% |
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 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