+51,606.1%
SCHW vs PNR
+3,435.9%
+48,170.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.4% |
| 7D | -2.8% | -5.5% | +2.7% | -0.1% |
| 30D | -0.1% | -15.6% | +15.5% | +8.2% |
| 3M | +20.6% | -20.2% | +40.8% | +32.2% |
| 6M | +15.9% | -36.6% | +52.6% | +40.7% |
| YTD | +8.5% | -45.0% | +53.5% | +40.1% |
| 1Y | +17.8% | -47.4% | +65.3% | +55.3% |
| 3Y | +88.5% | -13.7% | +102.2% | +90.4% |
| 5Y | +60.6% | -20.8% | +81.4% | +65.3% |
| 10Y | +298.0% | +65.2% | +232.9% | +177.9% |
| All | +51,606.1% | +3,435.9% | +48,170.2% | +13,121.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling