+57.5%
SCHW vs PDD
-22.9%
+80.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.2% |
| 7D | -1.6% | -4.4% | +2.9% | -1.2% |
| 30D | -1.1% | -15.5% | +14.4% | +0.2% |
| 3M | +20.4% | -4.1% | +24.4% | +20.7% |
| 6M | +13.6% | -23.4% | +37.0% | +15.7% |
| YTD | +7.7% | -30.7% | +38.4% | +10.4% |
| 1Y | +15.2% | -37.6% | +52.8% | +18.9% |
| 3Y | +87.1% | -17.5% | +104.7% | +84.9% |
| 5Y | +57.5% | -24.6% | +82.1% | +54.2% |
| All | +57.5% | -22.9% | +80.3% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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