+986.8%
SCHW vs PFG
+989.9%
-3.1%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.2% |
| 7D | -1.6% | +3.2% | -4.8% | -3.3% |
| 30D | -1.1% | +0.9% | -2.0% | -1.7% |
| 3M | +20.4% | +7.7% | +12.7% | +15.4% |
| 6M | +13.6% | +29.0% | -15.3% | -1.0% |
| YTD | +7.7% | +32.5% | -24.8% | -7.6% |
| 1Y | +15.2% | +47.3% | -32.1% | -6.9% |
| 3Y | +87.1% | +68.2% | +18.9% | +39.4% |
| 5Y | +57.5% | +108.5% | -51.0% | +5.2% |
| 10Y | +295.1% | +241.4% | +53.7% | +99.0% |
| All | +986.8% | +989.9% | -3.1% | +171.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling