+294.9%
SCHW vs PFGC
+292.9%
+2.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | 0.0% |
| 7D | -1.9% | -4.8% | +2.9% | -0.6% |
| 30D | -1.6% | -12.5% | +10.9% | +1.7% |
| 3M | +21.3% | -9.7% | +31.0% | +24.2% |
| 6M | +16.5% | +7.0% | +9.5% | +13.8% |
| YTD | +8.4% | +4.5% | +3.9% | +6.1% |
| 1Y | +15.6% | -11.6% | +27.2% | +18.0% |
| 3Y | +86.8% | +58.5% | +28.4% | +62.9% |
| 5Y | +60.5% | +112.6% | -52.1% | +28.7% |
| All | +294.9% | +292.9% | +2.0% | +196.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling