+295.2%
SCHW vs PH
+804.8%
-509.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.7% |
| 7D | -2.8% | -3.1% | +0.4% | -1.0% |
| 30D | -0.1% | -11.8% | +11.7% | +7.2% |
| 3M | +20.6% | +6.9% | +13.7% | +14.9% |
| 6M | +15.9% | -1.3% | +17.2% | +14.7% |
| YTD | +8.5% | +7.0% | +1.5% | +1.8% |
| 1Y | +17.8% | +23.1% | -5.3% | +1.1% |
| 3Y | +88.5% | +135.4% | -46.8% | +4.0% |
| 5Y | +60.6% | +250.3% | -189.7% | -32.2% |
| All | +295.2% | +804.8% | -509.6% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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