+87.7%
SCHW vs PPL
+56.5%
+31.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -1.3% | +1.8% | -3.1% | -1.7% |
| 30D | -0.4% | -1.1% | +0.7% | -0.2% |
| 3M | +21.7% | 0.0% | +21.7% | +21.3% |
| 6M | +13.0% | -7.6% | +20.5% | +15.1% |
| YTD | +8.0% | +1.7% | +6.3% | +6.4% |
| 1Y | +15.8% | +1.5% | +14.3% | +14.0% |
| 3Y | +87.7% | +55.3% | +32.5% | +53.6% |
| All | +87.7% | +56.5% | +31.3% | +53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling