+57.5%
SCHW vs PLD
+13.9%
+43.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.4% |
| 7D | -1.6% | -0.7% | -0.9% | -1.3% |
| 30D | -1.1% | -2.2% | +1.2% | -0.3% |
| 3M | +20.4% | -7.4% | +27.7% | +23.3% |
| 6M | +13.6% | +1.9% | +11.7% | +12.0% |
| YTD | +7.7% | +7.9% | -0.2% | +3.5% |
| 1Y | +15.2% | +25.1% | -9.9% | +4.2% |
| 3Y | +87.1% | +21.9% | +65.3% | +66.8% |
| 5Y | +57.5% | +16.3% | +41.2% | +41.9% |
| All | +57.5% | +13.9% | +43.6% | +41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling