+13.4%
SCHW vs PM
+16.6%
-3.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.9% |
| 7D | -0.8% | -4.9% | +4.1% | -0.5% |
| 30D | +1.5% | -3.4% | +4.9% | +1.7% |
| 3M | +24.6% | +5.2% | +19.4% | +24.4% |
| 6M | +14.5% | +3.7% | +10.8% | +14.5% |
| YTD | +10.5% | +15.8% | -5.3% | +10.1% |
| 1Y | +13.4% | +17.4% | -4.0% | +13.1% |
| All | +13.4% | +16.6% | -3.3% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 1y: compounded portfolio wealth divided by compounded PM 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…
1y analysis · Full analysis span regression · 6 months rolling