+337.5%
SCHW vs PR
+169.5%
+168.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.8% |
| 7D | -0.8% | +2.9% | -3.7% | -1.1% |
| 30D | +1.5% | +18.0% | -16.6% | -0.3% |
| 3M | +24.6% | +16.9% | +7.7% | +22.3% |
| 6M | +14.5% | +28.2% | -13.7% | +11.3% |
| YTD | +10.5% | +69.3% | -58.9% | +4.2% |
| 1Y | +13.4% | +69.5% | -56.1% | +6.8% |
| 3Y | +88.3% | +81.7% | +6.6% | +74.5% |
| 5Y | +62.1% | +422.2% | -360.2% | +33.8% |
| 10Y | +297.3% | +110.4% | +186.9% | +276.0% |
| All | +337.5% | +169.5% | +168.1% | +306.0% |
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