+44,596.7%
SCHW vs PPL
+2,131.8%
+42,465.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | -0.6% | -1.0% | +0.3% | -0.2% |
| 30D | -4.4% | +3.0% | -7.4% | -5.7% |
| 3M | -13.6% | +1.1% | -14.7% | -14.2% |
| 6M | +5.9% | -0.8% | +6.7% | +5.7% |
| YTD | -6.2% | +3.5% | -9.7% | -8.5% |
| 1Y | -2.2% | -0.9% | -1.3% | -2.9% |
| 3Y | +76.9% | +54.2% | +22.7% | +43.8% |
| 5Y | +21.6% | +46.3% | -24.7% | +0.5% |
| 10Y | +191.7% | +65.0% | +126.6% | +120.4% |
| All | +44,596.7% | +2,131.8% | +42,465.0% | +10,573.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling