+86.8%
SCHW vs PPG
-17.4%
+104.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -1.9% | -6.2% | +4.4% | -0.3% |
| 30D | -1.6% | -7.9% | +6.3% | +0.4% |
| 3M | +21.3% | -10.2% | +31.5% | +24.1% |
| 6M | +16.5% | +2.7% | +13.8% | +13.9% |
| YTD | +8.4% | +4.9% | +3.5% | +4.2% |
| 1Y | +15.6% | -3.2% | +18.8% | +14.5% |
| 3Y | +86.8% | -17.0% | +103.8% | +89.8% |
| All | +86.8% | -17.4% | +104.2% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 3y: compounded portfolio wealth divided by compounded PPG 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…
3y analysis · Full analysis span regression · 6 months rolling