+21.5%
SCHW vs PPL
+47.4%
-25.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.2% |
| 7D | +2.0% | -0.4% | +2.3% | +2.1% |
| 30D | -3.6% | +2.6% | -6.3% | -4.6% |
| 3M | -15.0% | +0.8% | -15.8% | -15.3% |
| 6M | +2.6% | +1.4% | +1.2% | +1.6% |
| YTD | -5.7% | +4.3% | -10.0% | -8.4% |
| 1Y | -0.9% | +0.8% | -1.7% | -2.3% |
| 3Y | +79.4% | +57.9% | +21.5% | +39.3% |
| All | +21.5% | +47.4% | -25.9% | -6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling