+59.6%
SCHW vs PFGC
+111.2%
-51.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.1% | +1.2% |
| 7D | -2.8% | -4.8% | +2.1% | -1.0% |
| 30D | -0.1% | -17.2% | +17.2% | +6.7% |
| 3M | +20.6% | -6.3% | +26.9% | +22.8% |
| 6M | +15.9% | +8.8% | +7.1% | +11.1% |
| YTD | +8.5% | +4.9% | +3.6% | +4.6% |
| 1Y | +17.8% | -9.5% | +27.3% | +20.2% |
| 3Y | +88.5% | +59.6% | +28.9% | +49.8% |
| All | +59.6% | +111.2% | -51.6% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling