+295.2%
SCHW vs PM
+217.1%
+78.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.4% | 0.0% |
| 7D | -2.8% | +1.9% | -4.7% | -3.4% |
| 30D | -0.1% | +1.9% | -2.0% | -0.8% |
| 3M | +20.6% | +4.6% | +16.0% | +18.3% |
| 6M | +15.9% | +11.7% | +4.3% | +10.3% |
| YTD | +8.5% | +20.4% | -11.9% | 0.0% |
| 1Y | +17.8% | +19.0% | -1.1% | +8.7% |
| 3Y | +88.5% | +130.4% | -41.8% | +28.5% |
| 5Y | +60.6% | +131.5% | -70.8% | +8.2% |
| All | +295.2% | +217.1% | +78.1% | +143.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling