+272.4%
SCHW vs PR
+152.2%
+120.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | +4.2% | -9.5% | +13.7% | +5.2% |
| 30D | -3.8% | -5.7% | +1.9% | -3.4% |
| 3M | -13.6% | +3.0% | -16.6% | -14.1% |
| 6M | +5.3% | +11.8% | -6.5% | +3.7% |
| YTD | -6.0% | +58.5% | -64.4% | -10.9% |
| 1Y | -1.4% | +69.9% | -71.3% | -7.3% |
| 3Y | +77.4% | +84.9% | -7.5% | +64.1% |
| 5Y | +22.9% | +246.4% | -223.5% | +5.0% |
| 10Y | +199.3% | +70.3% | +129.0% | +183.0% |
| All | +272.4% | +152.2% | +120.2% | +247.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling