+0.8%
SCHW vs PFG
+46.8%
-46.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.1% | +0.5% | +2.4% |
| 7D | +5.2% | +4.9% | +0.3% | +2.7% |
| 30D | -4.7% | +5.7% | -10.3% | -7.3% |
| 3M | -11.9% | +2.6% | -14.5% | -13.0% |
| 6M | +2.7% | +19.8% | -17.1% | -6.6% |
| YTD | -5.6% | +36.3% | -41.9% | -19.0% |
| 1Y | +0.8% | +47.9% | -47.1% | -17.9% |
| All | +0.8% | +46.8% | -46.1% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling