+160.0%
SCHW vs PINS
-23.0%
+183.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.2% | +8.9% | +1.1% |
| 7D | -1.6% | -13.9% | +12.3% | +0.6% |
| 30D | -1.1% | -25.0% | +23.9% | +3.1% |
| 3M | +20.4% | -16.6% | +37.0% | +23.0% |
| 6M | +13.6% | -7.0% | +20.6% | +13.9% |
| YTD | +7.7% | -29.4% | +37.1% | +11.8% |
| 1Y | +15.2% | -49.9% | +65.1% | +25.2% |
| 3Y | +87.1% | -33.6% | +120.8% | +89.6% |
| 5Y | +57.5% | -66.8% | +124.3% | +66.6% |
| All | +160.0% | -23.0% | +183.0% | +95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 PINS 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