+59.5%
SCHW vs PM
+132.5%
-73.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | -1.9% | +4.7% | -6.5% | -3.1% |
| 30D | -1.6% | +2.6% | -4.2% | -2.4% |
| 3M | +21.3% | +6.6% | +14.7% | +18.9% |
| 6M | +16.5% | +16.5% | 0.0% | +10.9% |
| YTD | +8.4% | +21.2% | -12.8% | +1.6% |
| 1Y | +15.6% | +17.9% | -2.3% | +9.1% |
| 3Y | +86.8% | +129.8% | -43.0% | +29.3% |
| All | +59.5% | +132.5% | -73.0% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling