+51,567.6%
SCHW vs PGR
+42,507.8%
+9,059.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.7% | -0.4% |
| 7D | -1.9% | -0.6% | -1.3% | -1.5% |
| 30D | -1.6% | +4.9% | -6.6% | -4.4% |
| 3M | +21.3% | +7.6% | +13.6% | +15.2% |
| 6M | +16.5% | +8.3% | +8.2% | +9.9% |
| YTD | +8.4% | +1.7% | +6.7% | +5.2% |
| 1Y | +15.6% | -6.8% | +22.5% | +17.2% |
| 3Y | +86.8% | +73.4% | +13.4% | +28.3% |
| 5Y | +60.5% | +161.2% | -100.7% | -16.0% |
| 10Y | +297.7% | +819.5% | -521.7% | -4.8% |
| All | +51,567.6% | +42,507.8% | +9,059.8% | +2,718.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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