+87.7%
SCHW vs PLD
+23.3%
+64.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.5% |
| 7D | -1.3% | -0.9% | -0.4% | -1.1% |
| 30D | -0.4% | -1.2% | +0.8% | 0.0% |
| 3M | +21.7% | -2.3% | +24.0% | +22.2% |
| 6M | +13.0% | +4.5% | +8.4% | +10.6% |
| YTD | +8.0% | +10.1% | -2.1% | +3.5% |
| 1Y | +15.8% | +25.9% | -10.1% | +5.3% |
| 3Y | +87.7% | +24.4% | +63.3% | +63.9% |
| All | +87.7% | +23.3% | +64.4% | +63.9% |
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