+295.1%
SCHW vs PR
+88.3%
+206.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.6% | -0.8% | -0.7% | -1.5% |
| 30D | -1.1% | +11.3% | -12.3% | -2.2% |
| 3M | +20.4% | +24.1% | -3.7% | +17.5% |
| 6M | +13.6% | +25.4% | -11.8% | +10.6% |
| YTD | +7.7% | +71.2% | -63.5% | +1.4% |
| 1Y | +15.2% | +78.6% | -63.4% | +7.9% |
| 3Y | +87.1% | +85.2% | +1.9% | +73.1% |
| 5Y | +57.5% | +419.0% | -361.5% | +29.9% |
| 10Y | +295.1% | +86.2% | +208.9% | +269.6% |
| All | +295.1% | +88.3% | +206.8% | +269.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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