+13.4%
SCHW vs PNR
-43.1%
+56.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -0.8% | -2.4% | +1.6% | -0.6% |
| 30D | +1.5% | -12.8% | +14.2% | +2.5% |
| 3M | +24.6% | -17.0% | +41.5% | +25.5% |
| 6M | +14.5% | -37.4% | +52.0% | +20.8% |
| YTD | +10.5% | -41.6% | +52.1% | +18.2% |
| 1Y | +13.4% | -44.6% | +58.0% | +22.6% |
| All | +13.4% | -43.1% | +56.4% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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