+87.7%
SCHW vs PL
+518.4%
-430.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -2.1% |
| 7D | -1.3% | -7.5% | +6.2% | -0.9% |
| 30D | -0.4% | -25.6% | +25.2% | +1.3% |
| 3M | +21.7% | -45.6% | +67.3% | +25.6% |
| 6M | +13.0% | -29.5% | +42.5% | +12.0% |
| YTD | +8.0% | -9.7% | +17.7% | +4.5% |
| 1Y | +15.8% | +84.4% | -68.5% | +4.6% |
| 3Y | +87.7% | +550.0% | -462.3% | +43.2% |
| All | +87.7% | +518.4% | -430.7% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 3y: compounded portfolio wealth divided by compounded PL 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…
3y analysis · Full analysis span regression · 6 months rolling