+620.9%
SCHW vs PM
+762.9%
-142.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.8% |
| 7D | -1.3% | -1.3% | 0.0% | -0.7% |
| 30D | -0.4% | -2.6% | +2.2% | +0.8% |
| 3M | +21.7% | +5.8% | +15.9% | +17.4% |
| 6M | +13.0% | +10.6% | +2.4% | +5.3% |
| YTD | +8.0% | +17.2% | -9.1% | -3.0% |
| 1Y | +15.8% | +17.6% | -1.8% | +3.1% |
| 3Y | +87.7% | +124.3% | -36.5% | +10.7% |
| 5Y | +59.7% | +125.1% | -65.4% | -7.6% |
| 10Y | +292.9% | +198.6% | +94.3% | +74.2% |
| All | +620.9% | +762.9% | -142.0% | +29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling