+331.2%
SCHW vs PFGC
+396.6%
-65.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.1% | +1.1% |
| 7D | -2.8% | -4.8% | +2.1% | -1.6% |
| 30D | -0.1% | -17.2% | +17.2% | +4.6% |
| 3M | +20.6% | -6.3% | +26.9% | +22.2% |
| 6M | +15.9% | +8.8% | +7.1% | +12.8% |
| YTD | +8.5% | +4.9% | +3.6% | +6.1% |
| 1Y | +17.8% | -9.5% | +27.3% | +19.5% |
| 3Y | +88.5% | +59.6% | +28.9% | +64.7% |
| 5Y | +60.6% | +113.5% | -52.9% | +29.4% |
| 10Y | +298.0% | +292.8% | +5.2% | +193.2% |
| All | +331.2% | +396.6% | -65.4% | +222.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling