+78.4%
SCHW vs PLD
+37.8%
+40.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -0.6% | -1.0% | +0.4% | -0.4% |
| 30D | -4.4% | -1.8% | -2.6% | -3.9% |
| 3M | -13.6% | -6.0% | -7.6% | -12.2% |
| 6M | +5.9% | -8.4% | +14.3% | +8.0% |
| YTD | -6.2% | +4.2% | -10.5% | -8.5% |
| 1Y | -2.2% | +6.2% | -8.5% | -5.2% |
| All | +78.4% | +37.8% | +40.6% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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