+51,606.1%
SCHW vs PPG
+2,572.2%
+49,033.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.9% |
| 7D | -2.8% | -5.1% | +2.4% | +0.3% |
| 30D | -0.1% | -9.6% | +9.5% | +6.0% |
| 3M | +20.6% | -6.4% | +27.0% | +24.0% |
| 6M | +15.9% | +0.5% | +15.4% | +12.3% |
| YTD | +8.5% | +4.4% | +4.1% | +1.7% |
| 1Y | +17.8% | -0.9% | +18.7% | +13.5% |
| 3Y | +88.5% | -17.0% | +105.5% | +96.6% |
| 5Y | +60.6% | -23.7% | +84.3% | +71.5% |
| 10Y | +298.0% | +25.9% | +272.2% | +193.6% |
| All | +51,606.1% | +2,572.2% | +49,033.9% | +8,796.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling