+1,375.8%
SCHW vs PLD
+1,606.2%
-230.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.6% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | -4.4% | -3.7% | -0.7% | -2.7% |
| 3M | -15.9% | -7.9% | -7.9% | -12.6% |
| 6M | +2.0% | -9.2% | +11.2% | +6.0% |
| YTD | -7.3% | +3.1% | -10.3% | -9.8% |
| 1Y | -4.9% | +6.2% | -11.1% | -8.8% |
| 3Y | +74.9% | +35.4% | +39.5% | +45.1% |
| 5Y | +19.2% | +0.1% | +19.1% | +11.5% |
| 10Y | +188.3% | +268.0% | -79.6% | +36.6% |
| All | +1,375.8% | +1,606.2% | -230.5% | +135.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling