+73.3%
SCHW vs PL
+84.9%
-11.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.9% |
| 7D | -0.8% | -9.3% | +8.5% | 0.0% |
| 30D | +1.5% | -18.9% | +20.4% | +3.1% |
| 3M | +24.6% | -58.4% | +82.9% | +32.8% |
| 6M | +14.5% | -30.3% | +44.8% | +14.2% |
| YTD | +10.5% | -8.1% | +18.6% | +6.4% |
| 1Y | +13.4% | +180.5% | -167.1% | -5.1% |
| 3Y | +88.3% | +444.1% | -355.9% | +35.4% |
| 5Y | +62.1% | +83.0% | -20.9% | +19.5% |
| All | +73.3% | +84.9% | -11.6% | +28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling