+295.2%
SCHW vs PPL
+56.5%
+238.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.2% |
| 7D | -2.8% | -2.6% | -0.2% | -1.7% |
| 30D | -0.1% | -3.0% | +3.0% | +1.2% |
| 3M | +20.6% | -3.9% | +24.4% | +22.2% |
| 6M | +15.9% | -8.9% | +24.8% | +20.0% |
| YTD | +8.5% | -0.8% | +9.3% | +7.8% |
| 1Y | +17.8% | -2.1% | +20.0% | +17.6% |
| 3Y | +88.5% | +51.4% | +37.1% | +52.4% |
| 5Y | +60.6% | +36.3% | +24.4% | +35.3% |
| All | +295.2% | +56.5% | +238.7% | +201.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling