+295.2%
SCHW vs PPL
+57.8%
+237.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -2.8% | -1.8% | -1.0% | -2.0% |
| 30D | -0.1% | -2.2% | +2.2% | +0.9% |
| 3M | +20.6% | -3.1% | +23.6% | +21.8% |
| 6M | +15.9% | -8.1% | +24.1% | +19.5% |
| YTD | +8.5% | 0.0% | +8.5% | +7.4% |
| 1Y | +17.8% | -1.3% | +19.2% | +17.2% |
| 3Y | +88.5% | +52.7% | +35.9% | +51.9% |
| 5Y | +60.6% | +37.4% | +23.2% | +34.9% |
| All | +295.2% | +57.8% | +237.4% | +200.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PPL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling